Introduction to time series analysis and forecasting :: with applications in SAS and SPSS /

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,...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Yaffee, Robert A.
Weitere Verfasser: McGee, Monnie
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: San Diego : Academic Press, ©2000.
Schlagworte:
Online-Zugang:DE-862
DE-863
Zusammenfassung: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.
Beschreibung:1 online resource (xxv, 528 pages) : illustrations
Bibliographie:Includes bibliographical references and index.
ISBN:9780080478708
0080478700

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