FE517 SAS for Finance
Course Catalog Description
Introduction
Campus | Fall | Spring | Summer |
---|---|---|---|
On Campus | X | X | |
Web Campus |
Instructors
Professor | Office | |
---|---|---|
Khasha Dehnad
|
kdehnad@stevens.edu/Khasha.dehnad@aimsinfo.com |
More Information
Course Description
The course concentrates on fundamental components of SAS Software: data processing, managing SAS libraries, graphical and statistical procedures, creating, formatting and exporting reports. In addition, several advanced topics will be introduced: SAS SQL procedures and SAS Macro Language. The supporting applications illustrate financial data analysis with special emphasis on large data sets.
Course Outcomes
After taking this course, the students will be able to:
1.Create SAS datasets.
2. Merge and combine multiple SAS datasets.
3. Perform basic statistical analysis.
4. Visualize data.
5. Develop SAS macros.
6. Develop statistical and time series models with financial applications.
Course Resources
Textbook
Delwiche, Laura D. and Slaughter, Susan J., The Little SAS Book: A Primer, 5th Edition, SAS Institute, 2012
R.Carter Hill, and Randall C. Campbell, “Using SAS for Econometrics, 4th Edition, 2011, Wiley”
Grading
Grading Policies
- 50% Assignments
- 40% Project
- 10% Quiz
Lecture Outline
Topic | Reading | |
---|---|---|
Week 1 | Introduction to SAS How to install SAS SAS Environment (IDEs) | Ch. 1 (Txt1&2) |
Week 2 | Getting Data into SAS | Ch. 2 (Txt1) |
Week 3 | Getting Data into SAS | Ch. 2 (Txt1) |
Week 4 | Working with Data | Ch. 3 (Txt1) Ch. 1 (Txt2) |
Week 5 | Sorting, Printing, and Summarizing Your Data | Ch. 4 (Txt1) Ch. 1 (Txt2) |
Week 6 | Modifying and Combining SAS Data Sets | Ch. 6 (Txt1) |
Week 7 | Review Session | |
Week 8 | Break | |
Week 9 | Simple Linear Regression Models | Ch.2 (Txt2) |
Week 10 | Prediction, Goodness-of-fit, and Modeling Issues | Ch. 4 (Txt2) |
Week 11 | Interval Estimation and Hypothesis Testing | Ch. 3 (Txt2) |
Week 12 | Multiple Regression Models and Using Indicator Variables | Ch. 2 (Txt2), Ch.7 (Txt2) |
Week 13 | SAS Macros | Ch. 7 (Txt1) |
Week 14 | MySQL in SAS (Proc SQL) | Lecture Notes |
Week 15 | In-Class Quiz | |
Week 16 | Last Day of Class- Final Project Presentation | |
Week 17 | Final Exam Period Final Project Presentation |