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SAS for Forecasting Time Series by John C. Brocklebank

SAS for Forecasting Time Series

by John C. Brocklebank
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Book cover type: Paperback
  • ISBN13: 9780471395669
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Crystal Dreams Publishing
  • Publisher Imprint: Crystal Dreams Publishing
  • Publication Date:
  • Pages: 398
  • Original Price: GBP 105.95
  • Language: English
  • Edition: N/A
  • Item Weight: 985 grams
  • BISAC Subject(s): General and Probability & Statistics / General

Easy-to-read and comprehensive, this book shows how the SAS System performs multivariate time series analysis and features the advanced SAS procedures STATSPACE, 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 analysed and the reults desired. Other topics covered include detecting sinusoidal components in time series models and performing bivariate corr-spectral analysis and comparing the results with the standard transfer function methodology. The authors? unique approach to integrating students in a variety of disciplines and industries. Emphasis is on correct interpretation of output to draw meaningful conclusions. The volume, co-pubished by SAS and JWS, features both theory and practicality, and accompanies a soon-to-be extensive library of SAS hands-on manuals in a multitude of statistical areas. The book can be used with a number of hardware-specific computing machines including CMS, Mac, MVS, Opem VMS Alpha, Opmen VMS VAX, OS/390, OS/2, UNIX, and Windows.

John C. Brocklebank is Mgr. of Stats. Training at the SAS Institute. David A. Dickey is Associate Professor of Statistics at North Carolina State University.

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