Forecasting Examples for Business and Economics Using the SAS System
Numerous step-by-step examples show you - the economist, business forecaster, student, or researcher - how to use the SAS System to generate forecasts for a variety of business and economic data. Examples are based on both time series models and econometric models. You'll learn how to use the SAS System to forecast time series data using Box-Jenkins ARIMA methodology; develop and forecast transfer functions and intervention models; fit and forecast regression models with autocorrelated, heteroskedastic, and ARCH-GARCH error terms; estimate nonlinear regression models, create forecast confidence limits using Monte Carlo simulation, and more! The main focus of the book is on the code-based procedures in SAS/ETS software, but this book also provides an introduction to the interactive Time Series Forecasting System, and it shows how to plot data and forecasts with SAS/GRAPH software.
Table of contents
Also Recommended: SAS/ETS User's Guide, Version 6, Second Edition; SAS/ETS Software: Applications Guide 1, Version 6, First Edition; SAS/ETS Software: Applications Guide 2, Version 6, First Edition; SAS/ETS Software: Time Series Forecasting System, Version 6, First Edition; SAS/ETS Software: Changes and Enhancements, Release 6.11;
To order SAS Institute Publications, call SAS Institute book sales at 1-800-727-3228. (Note: This toll-free number is for ordering books in the U.S. only.) You may also contact book sales by E-mail at firstname.lastname@example.org.
To order SAS Institute Publications, contact your local SAS office. International orders sent to the U.S. office will be faxed to the appropriate SAS Subsidiary or Distributor office. Pricing, delivery, and terms for all international documentation orders are determined by each local office.
Copyright © 1999 SAS Institute Inc.