
By John C. Brocklebank Ph.D., David A. Dickey Ph.D.
Книга SAS for Forecasting Time sequence SAS for Forecasting Time sequence Книги Математика Автор: John C., Ph.D. Brocklebank, David A. Dickey Год издания: 2003 Формат: pdf Издат.:SAS Publishing Страниц: 420 Размер: 5,3 ISBN: 1590471822 Язык: Английский0 (голосов: zero) Оценка:In this moment version of the critical SAS for Forecasting Time sequence, Brocklebank and Dickey express you ways SAS plays univariate and multivariate time sequence research. Taking an instructional method, the authors specialise in the approaches that almost all successfully convey effects: the complex techniques ARIMA, SPECTRA, STATESPACE, and VARMAX. They exhibit the interrelationship of SAS/ETS techniques with a dialogue of ways the alternative of a technique is determined by the information to be analyzed and the consequences wanted. With this ebook, you'll discover ways to version and forecast uncomplicated autoregressive (AR) tactics utilizing PROC ARIMA, and you may learn how to healthy autoregressive and vector ARMA strategies utilizing the STATESPACE and VARMAX approaches. different themes coated contain detecting sinusoidal parts in time sequence types, appearing bivariate cross-spectral research, and evaluating those frequency-based effects with the time area move functionality method. New and up to date examples within the moment version contain retail revenues with seasonality, ARCH versions for inventory costs with altering volatility, vector autoregression and cointegration types, intervention research for product keep in mind info, extended dialogue of unit root checks and nonstationarity, and extended dialogue of frequency area research and cycles in facts.
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