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Explore the Latest Additions to SYSTAT 13 Statistics Capabilities

Forecast Time Series Error Variance with ARCH and GARCH

Conventional time series analysis procedures assume that the variance of the random (error) terms in the series is constant over time. In practice, however, certain series, especially in the financial domain, exhibit volatility with different levels of variance in different periods. In order to capture and model this phenomenon, Autoregressive Conditional Heteroskedasticity (ARCH) models have been developed. Here the variance at each point of the series is modeled using the past disturbances in the series. The ARCH model generally requires a large number of parameters to successfully capture the dynamics of the error variance. The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, by introducing additional autoregressive terms of the error variance helps achieve parameter parsimony in the modeling.

SYSTAT 13’s Time Series Analysis update provides the following:

Find the Best Predictors with Best Subsets Regression

In the development of a multiple (linear) regression model, it would be nice if the number of predictors in the model developed is small without sacrificing predictive power. The best subsets regression addresses this issue.

Examine the Fitness of Statistical Models Using Confirmatory Factor Analysis

The Factor Analysis feature in SYSTAT 13 now includes Confirmatory Factor Analysis (CFA).

Try SYSTAT 13s Newest Regression Capability: Polynomial Regression

SYSTAT 13 provides a direct computation of polynomial regression on a single independent variable. The key features are:

Add Polish to Your Research with Stunning 2D and 3D Graphs

SYSTAT 13 renders visually compelling 2D graphics perfect for publication, and incredible 3D graphics that bring an incredible wow-factor to any research or business presentation. SYSTAT 13 comes packed with new graphical editing features, such as:

Explore SYSTAT 13s Improvements to Its Existing Statistical Methods

Enjoy more robust testing, regression and cross-tabulation features with SYSTAT 13. The Analysis of Variance feature now provides:

Basic Statistics Upgrades

The Basic Statistics updates in SYSTAT 13 include:

Bootstrap Analysis Upgrades

In previous versions, SYSTAT has analysis of the bootstrap outputs, summarizing the key parts of the outputs by histograms, computing various types of bootstrap estimates, their biases, standard errors, confidence intervals, and p-values. In SYSTAT 13, this facility is added to Hypothesis Testing and enhanced in Least-Squares Regression.

Crosstabulation Upgrades

Updates provided in the Crosstabulation (XTAB) feature include the following:

Hypothesis Testing Upgrades

The Hypothesis Testing feature has been strengthened by adding tests for mean vectors of multivariate data.

For two-sample z, two-sample t, and test for two variances, users can now directly input data in a layout where the data across the samples appear in different columns. This is in addition to the current indexed layout.

Logistic Regression

SYSTAT 13 offers more intuitive ways of analyzing binary, multinomial, conditional, and discrete choice models. Specifically:

Nonparametric Tests

Updates in Nonparametric tests include:

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