Sas System for Forecasting Time Series

Dickey, David A.,Brocklebank, John C., Ph.D.

ISBN 10: 1555440274 / ISBN 13: 9781555440275

Published by Sas Inst, 1997

About this Item

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Bibliographic Details

• Title: Sas System for Forecasting Time Series
• Publisher: Sas Inst
• Publication Date: 1997
• Language: English
• ISBN 10: 1555440274
• ISBN 13: 9781555440275
• Binding: Paperback
• Condition: Good

About this title

Synopsis

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.

Supports releases 6.09 and higher of SAS software.

About the Author

John C. Brocklebank, Ph.D.
Dr. John C. Brocklebank, Manager of Statistical Training at SAS Institute, has taught over 100 SAS Institute training courses since joining the Institute five years ago. Dr. Brocklebank received his Ph.D. in statistics from North Carolina State University in 1981. A member of the American Statistical Association, the American Society of Quality Control, and the International Institute of Forecasters, he is often invited to speak on time series and statistical methods at conferences.

David A. Dickey, Ph.D.
"Dr. David A. Dickey is Associate Professor of Statistics at North Carolina State University, where he teaches graduate courses in statistical methods and time series. He earned his Ph.D. at Iowa State University in Ames in 1976, winning the Snedecor Award. He frequently teaches SAS Institute training courses and has co-authored several SAS Views with Dr. Brocklebank. He is a member of the American Statistical Association and Associate Editor of The American Statistician.