Creating, Printing, Plotting, and Analyzing Data Sets

Introduction

Working with Data Sets

Plotting Data

Creating High-Resolution Plots

Analyzing Data

Creating and Using Macros

Summary

Learning More

References

Estimating Trendlines

Introduction

Identifying Series Components

Smoothing Time-Series Data with Moving Averages

Creating Moving Averages with PROC MACONTROL

Summary

Learning More

References

Modeling and Forecasting Time-Series Data

Introduction

Using PROC FORECAST to Model and Forecast

Box-Jenkins Methods for Time-Series Models

Preliminary Steps Prior to Estimation

Using PROC ARIMA to Model and Forecast

Using the PROC ARIMA Forecasts

Summary

Learning More

References

Generating Trading Signals with Crossover Models

Introduction

Constructing Crossover Models

Using the Oscillator Form of Crossover Models

Using Banded Moving Averages

Summary

Learning More

References

Calculating Indicators

Introduction

Creating Advancing and Declining Stock Indicators

Calculating Volume Indicators

Calculating Price Indicators

Creating Complex Indicators of Price and Volume Data

Safety Precautions for Using Indicators

Summary

Learning More

References

AMEX Data

DJIA Monthly Data

COMEX Gold Price Data

Glossary