I am aware that SSAS has full blown Econometrics built into the SSAS package capable of performing more than just neural nets...we're talking a full slate of linear regression/non-linear regression/discrete choice/arima/two-stage least squares/vector auto regression/co-integration...everything you would find in SAS or SPSS.

At the end of the day, you still need to get the data into the SSAS tool which is amazingly difficult...and why SQL Server is not a first choice among data analysts for handling statistical analytics.