FE517 SAS for Finance

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Course Catalog Description

Introduction

In this course the students will learn the basics of SAS programming using financial data and applications. The course provides an introduction to programming, graphics, and data analysis using SAS Software. 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.
Campus Fall Spring Summer
On Campus X X
Web Campus

Instructors

Professor Email Office
Amin Salighehdar
asalighe@stevens.edu Altofer 301



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

  1. Delwiche, Laura D. and Slaughter, Susan J., The Little SAS Book: A Primer, 5th Edition, SAS Institute, 2012.
  2. R.Carter Hill, and Randall C. Campbell, “Using SAS for Econometrics, 4th Edition, 2011, Wiley”




Grading

Grading Policies

Assignments – 50%

Project – 40%

Quiz– 10%


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