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,...

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Bibliographic Details
Main Author: Yaffee, Robert A.
Other Authors: McGee, Monnie
Format: Electronic eBook
Language:English
Published: San Diego : Academic Press, ©2000.
Subjects:
Online Access:DE-862
DE-863
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.
Physical Description:1 online resource (xxv, 528 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:9780080478708
0080478700

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