<p>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. </p>
<p>Supports releases 6.09 and higher of SAS software.</p>

Sas System for Forecasting Time Series

Computers & Technology

Dickey, David A.

Brocklebank, John C., Ph.D.

Networking & Cloud Computing

SAS Inst

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Books by Brocklebank, John C., Ph.D.

See the best price to sell, buy, or rent books by Brocklebank, John C., Ph.D.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Sas System for Forecasting Time Series