S+FinMetrics® 3.0 Complete Feature List
Statistics
- Statistical Summaries and Tests
- Extreme Value Theory
- Copula Modeling and Estimation
Time Series Tools
- Complete suite of Date and Calendar Time Series Objects
- Aggregation and Disaggregation
- Missing Value Interpolation
- Technical Indicators
- Intra-day Moving Average
- Factor ARCH models, Engle et al
- Matrix/matrix models
Econometric Estimation
- Generalized Method of Moments
- Efficient Method of Moments
- Linear and nonlinear SUR
- Vector Autoregressive Models (VARs)
- Bayesian VARs
- Vector Error Correction Models
Complex Dynamic Models
- Long memory models
- State space models
- Nonlinear regime switching models
Strategies
- Rolling Estimation and Backtesting
- Multifactor Models
- Fixed Income Analysis
System Requirements
S+FinMetrics 3.0 requires S-PLUS 8.0
Windows® Systems Requirements
Windows XP Professional
Windows Vista
Windows support via CITRIX and Terminal Services
Windows 2003 Server (32-bit)
SUN® Solaris®, Linux® and UNIX System Requirements
Solaris 2.8, 2.9 and 2.10 on SPARC 32-bit processors (workstation only)
Solaris 8/9/10 32 bit processors (server only)
Red Hat® Enterprise Linux Desktop 3.0 and 4.0 and SUSE Linux 10 (32 and 64 bit)
HP-UX 11i. and IBM AIX 5.x (64 bit)
To find out how Insightful’s premier econometric analysis module can speed and improve your analyses please email or call in the US and Canada (800) 569-0123, UK +44 (0) 1256 339800, France +33 (0) 1 53 43 93 82 or Zurich +41 (0)44 251 68 44.
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