The SCA Statistical System is available for personal computers, unix workstations, and mainframe computing environments. The information provided below focuses on the personal computer version of SCA software. The SCA System gives you the power to analyze time series data using comprehensive modeling capabilities and delivers accurate forecasts that you can depend on. The SCA System is the solution to your modeling and forecasting needs. The System's flexibility, ease of use, and ability to grow with its user form an impressive combination.
The information on this page is specific to the SCA System operating on MS Windows environments. For more information about the SCA System for unix workstation and mainframe computers, please contact SCA. Choose among the SCA Editions listed below to address your individual forecasting and modeling needs:
| SCA Products | General Description |
|---|---|
| Educational Edition | The SCA Educational Edition is available to academic users. It provides the essential building blocks of univariate time series modeling and analysis including Box-Jenkins ARIMA, transfer function, and intervention models. It is the fundamental module on which other SCA forecasting and time series analysis products are built |
| Practitioner Edition | The Practitioner Edition builds on the Educational Edition by adding expert-system automatic time series model identification and forecasting. It also includes power packed capabilities to automatically detect and adjust for outliers during estimation which is great for data mining. The Practitioner Edition is the natural choice in driving large scale forecasting applications that rely on automation. It is an effective solution to handle repetitive modeling and forecasting tasks on a large number of time series |
| Professional (A) | The Professional Edition (A) builds on the Practitioner Edition by adding multivariate time series analysis and forecasting using vector ARIMA and simultaneous transfer function (STF) models. These advanced modeling approaches are well-suited to business, economic, industrial, and social science applications where the relationship between Y and X variables are bidirectional in nature |
| Professional (B) | The Professional Edition (B) builds on the Practitioner Edition by adding power transformation, segmented time series methods, nonlinear time series testing and identification, TAR models, threshold ARIMA, and threshold transfer function models. A new capability is also provided for time-varying paramter models and GARCH models |
| Advanced Edition | The Advanced Edition provides the full breadth of time series modeling and forecasting capabilities combining the features of Professional Editions (A) and (B) |
| GSA | The GSA component provides commonly used general statistical analysis capabilities including descriptive statistics, multiple-linear regression, ANOVA, nonparametric statistics and more. The GSA module is an integrated component of all SCA Editions |
| WorkBench | SCA WorkBench is a component of the PC SCA Statistical System providing the graphical user interface for the SCA System, spreadsheet data interface, analysis automation, and extended application environments. The SCA WorkBench component is an integrated component of all SCA Editions |
| GARCH | SCAB34S GARCH provides advanced add-on capabilities for modeling and analyzing time series data with heteroscedasticity. SCAB34S GARCH is an integrated component of the SCA Professional Edition (B) but can also be purchased separately with other SCA Editions or as a standalone software |
| SPLINES | SCAB34S SPLINES provides advanced add-on capabilities for data mining and predictive modeling using Multiple Adaptive Regression Splines (MARSPLINE), Generalized Additive Models (GAM), Alternating Conditional Expectations (ACE), Projection Pursuit Regression (PPREG), and more. SCAB34S SPLINES can be purchased as an add-on to all SCA Editions or as a standalone software |
The SCA Educational Edition includes extensive forecasting and time series modeling capabilities. It is this fundamental module on which other SCA forecasting and time series products are built. The SCA Educational Edition focuses on user directed modeling capabilities, providing all the necessary tools to identify, estimate, diagnostically check, and forecast various time series models. The Educational Edition features,
Box-Jenkins ARIMA models New identification method for seasonal ARIMA models Lagged dynamic) regression Regression with autocorrelated errors Convenient transfer function modeling Intervention (impact) analysis Exponential smoothing using Simple, Double, Holt's, Winters' additive, Winters' Multiplicative, Seasonal indicator, and Harmonic smoothing methods Trading day adjustment Time series simulation Constrained parameter estimation Exact estimation algorithmThe SCA Practitioner Edition employs an intelligent algorithm for automatic time series modeling. It is very easy to use, and is an asset to novices and experts alike, offering a quick and effective solution to handle repetitive modeling tasks on large amounts of data. The SCA Practitioner Edition features,
Automatic identification of seasonal and non-seasonal ARIMA models Automatic transfer function modeling and intervention (impact) analysis Automatic vector ARMA modeling (requires Professional Edition (A) ) Reliable and accurate results relieving mundane modeling chores Manual override of models allowing complete flexibility Includes the complete capabilities of the SCA Educational EditionThe Practitioner Edition also provides cutting edge capabilities to conveniently handle contaminated or interrupted time series that may otherwise distort the underlying model structure, cause bias in parameter estimates, and lead to a deterioration in forecast performance. These capabilities address,
The SCA Practitioner Edition employs an intelligent algorithm for automatic time series modeling. It is very easy to use, and is an asset to novices and experts alike, offering a quick and effective solution to handle repetitive modeling tasks on large amounts of data. The SCA Practitioner Edition features,
Automatic outlier detection and adjustment capabilities that allow for the joint estimation and of outlier effects and model parameters based on the published works of C. Chen and L.-M. Liu Automatically handles level shifts, temporary changes, additive outliers, and innovational outliers Model identification and estimation with missing data Weighted model estimation effective in handling clustered outliers, and desensitizing parameter estimates from temporary structural changes in a time series Better forecasting results by special handling of outliers occurring at the end of a time series Improved estimation of intervention and transfer function models (removes bias in parameter estimates and avoids inflated variance) Includes the complete capabilities of the SCA Educational EditionThe SCA Prolfessional Edition (A) provides the complete capabilities of the Practitioner Edition and adds state-of-the-art capabilities for modeling and forecasting multivariate time series data using vector ARMA models and simultaneous transfer function (STF) models. These modeling approaches are well-suited to business, econometric, industrial and social science time series data.
Vector ARMA Modeling Simultaneous Transfer Function Modeling Causality TestingThe Vector ARMA approach to model multiple time series data was developed by G.C. Tiao and G.E.P. Box. It is an extremely valuable modeling method to analyze and forecast dynamic variable systems in terms of leading, lagging, and feedback relationships. The PC-MTS module features,
Comprehensive model identification techniques Conditional and exact maximum likelihood estimation Principal component analyses Canonical analysisSTF models allow for a system of transfer function models to be estimated and forecasted jointly. STF models may be specified in reduced form, similar to vector ARMA models, or in structural form allowing for contemporaneous relationships to exist between variables. Furthermore, STF models may also include model components to handle interventions as well as trading day and moving holiday effects that often occur in business and economic applications.
Expressing models in a STF forms results in encompassing the following conventional econometric modeling features:
Regression with first of second order serial correlation (Cochrane-Orcutt and Hildreth-Lu methods) Generalized Least Squares (GLS) with first or second order serial correlation Lagged regression models with AR, MA, or ARMA noise Geometric lag models with ARMA noise Rational distributed lag models with ARMA noise Ridge regression Seemingly unrelated regression Linear Structural form and reduced form models Rational structural form and reduced form modelsThe GSA component provides capabilities for general statistical analysis. This module is an integrated component of all SCA Editions. The GSA component provides,
Descriptive statistics and correlation Plots, histograms, and two-way tables Multiple regression analysis One-way to n-way ANOVA Analysis of covariance Two-sample tests of significance Cross tabulation Nonparametric statistics Distribution and model simulationThe SCAGRAF (32-bit) and HGRAPH (64-bit) components are a convenient and easy to use capability providing high resolution color graphics. SCAGRAF and HGRAPH are integrated components of the PC SCA System for Windows. Features include,
Single and multiple time series plots Single and multiple scatter plots Autocorrelation and partial autocorrelation plots Forecast plots with confidence bands Outlier plots with AO, IO, LS and TC designation Scatter plots with regression line Box-Cox transformation plots Contour plots Provides a file interface with SCA WorkBench and SCA AppletsTEL: +708-771-4567 EMAIL: sca@scausa.com