SAS for Forecasting Time Series Paperback - 2003
by John C. Brocklebank; David A. Dickey
From the rear cover
In this second edition of the indispensable SAS(R) 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, STRATESPACE, and VARMAX. They demonstrate the interrelationship of SAS/ETS(R) procedures with a discussion of how the choice of a procedure depends on the data to be analyzed and the results desired. With this book, you will learn to model and forecast simple autoregressive and vector ARMA processes using the STATE-SPACE and VARMAX procedures. 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
- Expanded discussion of frequency domain analysis and cycles in data
- Data mining and forecasting with examples using SAS IntelliVisor
- Using the HPF procedure to automatically generate forecasts for several time series in one step
Details
- Title SAS for Forecasting Time Series
- Author John C. Brocklebank; David A. Dickey
- Binding Paperback
- Edition 2nd Edition
- Pages 424
- Volumes 1
- Language ENG
- Publisher Crystal Dreams Publishing
- Date 2003-07-14
- Illustrated Yes
- ISBN 9780471395669 / 0471395668
- Weight 2.17 lbs (0.98 kg)
- Dimensions 10.9 x 8.52 x 0.85 in (27.69 x 21.64 x 2.16 cm)
- Library of Congress subjects Time-series analysis - Data processing
- Library of Congress Catalog Number 2002027396
- Dewey Decimal Code 519.520
More Copies for Sale
SAS for Forecasting Time Series
by Brocklebank, John C.; Dickey, David A
- Used
- good
- Paperback
- Condition
- Used - Good
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780471395669 / 0471395668
- Quantity Available
- 1
- Seller
-
Champaign, Illinois, United States
- Item Price
-
£9.91£3.22 shipping to USA
Show Details
SAS for Forecasting Time Series
by John C. Brocklebank
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780471395669 / 0471395668
- Quantity Available
- 2
- Seller
-
Southport, Merseyside, United Kingdom
- Item Price
-
£104.93£9.95 shipping to USA
Show Details
SAS System for Forecasting Time Series 2e
by John C. Brocklebank/ David A. Dickey
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780471395669 / 0471395668
- Quantity Available
- 2
- Seller
-
Exeter, Devon, United Kingdom
- Item Price
-
£118.56£10.00 shipping to USA
Show Details
SAS for Forecasting Time Series
by Brocklebank, John C.; Dickey, David A
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780471395669 / 0471395668
- Quantity Available
- 1
- Seller
-
San Diego, California, United States
- Item Price
-
£97.18£4.40 shipping to USA
Show Details
SAS for Forecasting Time Series
by John Clare Brocklebank John C. Brocklebank David A. Dickey
- New
- Condition
- New
- ISBN 10 / ISBN 13
- 9780471395669 / 0471395668
- Quantity Available
- 3
- Seller
-
Woodside, New York, United States
- Item Price
-
£112.87£3.22 shipping to USA
Show Details
SAS for Forecasting Time Series
by Brocklebank, John C.; Dickey, David A
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780471395669 / 0471395668
- Quantity Available
- 5
- Seller
-
campbelltown, Florida, United States
- Item Price
-
£133.90£12.10 shipping to USA