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Book Cover
E-book
Author Yaffee, Robert A.

Title Introduction to time series analysis and forecasting : with applications in SAS and SPSS / Robert A. Yaffee with Monnie McGee
Published San Diego : Academic Press, ©2000

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Description 1 online resource (xxv, 528 pages) : illustrations
Contents Ch. 1. Introduction and Overview -- Ch. 2. Extrapolative and Decomposition Models -- Ch. 3. Introduction to Box-Jenkins Time Series Analysis -- Ch. 4. The Basic ARIMA Model -- Ch. 5. Seasonal ARIMA Models -- Ch. 6. Estimation and Diagnosis -- Ch. 7. Metadiagnosis and Forecasting -- Ch. 8. Intervention Analysis -- Ch. 9. Transfer Function Models -- Ch. 10. Autoregressive Error Models -- Ch. 11. A Review of Model and Forecast Evaluation -- Ch. 12. Power Analysis and Sample Size Determination for Well-Known Time Series Models / Monnie McGee
Summary 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 serie
Bibliography Includes bibliographical references and index
Notes Print version record
SUBJECT SAS (Computer file) http://id.loc.gov/authorities/names/n88028236
SPSS (Computer file) http://id.loc.gov/authorities/names/n88224991
SAS (Computer file) fast
SPSS (Computer file) fast
Subject Social sciences -- Statistical methods.
Social sciences -- Statistical methods -- Computer programs
Social sciences -- Forecasting -- Computer programs
Social prediction -- Computer programs
Time-series analysis -- Computer programs.
Forecasting.
Time-series analysis.
SOCIAL SCIENCE -- Methodology.
Forecasting
Social sciences -- Statistical methods
Social sciences -- Statistical methods -- Computer programs
Time-series analysis
Time-series analysis -- Computer programs
Form Electronic book
Author McGee, Monnie.
LC no. 99062662
ISBN 9780080478708
0080478700
Other Titles Time series analysis and forecasting : with applications in SAS and SPSS