SAS System for Forecasting Time Series, 1986 Edition

Book Cover

by Dr. John C. Brocklebank and Dr. David A. Dickey

This book shows how the SAS System performs multivariate time series analysis and features the advanced SAS procedures STATESPACE, ARIMA, and SPECTRA. The interrelationship of SAS/ETS procedures is demonstrated with an accompanying discussion of how the choice of a procedure depends on the data to be analyzed and results desired. Using this book you will learn to model and forecast simple autoregressive (AR) processes using PROC ARIMA and use the STATESPACE procedure and the AR model to do state space modeling. Other topics covered include detecting sinusoidal components in time series models and performing bivariate cross-spectral analysis and comparing the results with the standard transfer function methodology.

254 pages.

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: Changes and Enhancements, Release 6.11; Forecasting Examples for Business and Economics Using the SAS System;

CMS, Mac, MVS, OS/390, OS/2, UNIX, OpenVMS Alpha, OpenVMS VAX, Windows

ISBN: 1-55544-027-4

Order #CW5612


How To Order

US Customers

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 sasbook@unx.sas.com.

International Customers

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.