SAS for Forecasting Time Series Second Edition

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SAS for Forecasting Time Series, Second Edition

SAS for Forecasting Time Series, Second Edition
by John C. Brocklebank Ph.D. and David A. Dickey Ph.D.
English | 2003-04-18 | ISBN: 1590471822 | 418 pages | PDF | 18,5 mb


In this second edition of the indispensable SAS for Forecasting Time Series, Brocklebank and Dickey show you how SAS performs univariate and multivariate time series analysis. Taking a tutorial approach, the authors focus on the procedures that most effectively bring results: the advanced procedures ARIMA, SPECTRA, STATESPACE, and VARMAX.
Other topics covered include detecting sinusoidal components in time series models, performing bivariate cross-spectral analysis, and comparing these frequency-based results with the time domain transfer function methodology. New and updated examples in the second edition include retail sales with seasonality, ARCH models for stock prices with changing volatility, vector autoregression and cointegration models, intervention analysis for product recall data, expanded discussion of unit root tests and nonstationarity, and expanded discussion of frequency domain analysis and cycles in data.

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Tags: Second, Series, Forecasting
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