An Introduction to Time Series Analysis and Forecasting : With Applications of SAS(R) and SPSS(R)

Monnie McGee

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Language: English

Published by Elsevier Inc, 2000

0127678700 / 9780127678702

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nach der Bestellung gedruckt Neuware - Printed after ordering - Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS. The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models and has brief discussions of ARCH and GARCH models. The book features treatments of forecast improvement with regression and autoregression combination models and model and forecast evaluation, along with a sample size analysis for common time series models to attain adequate statistical power. The careful linkage of the theoretical constructs with the practical considerations involved in utilizing the statistical packages makes it easy for the user to properly apply these techniques.

Seller Inventory # 9780127678702

Title
An Introduction to Time Series Analysis and Forecasting : With Applications of SAS(R) and SPSS(R)
Author
Monnie McGee
Publisher
Elsevier Inc
Publication year
2000
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0127678700
ISBN 13
9780127678702
Item weight
857 grams
Dimensions
235x158x30 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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