An Introduction to Time Series Analysis and Forecasting: With Applications of SAS (R) and SPSS (R)

Robert A. Yaffee, Monnie McGee

Anno: 2000
Rilegatura: Hardback
Pagine: 528 p.
Testo in English
Dimensioni: 229 x 152 mm
Peso: 890 gr.
  • EAN: 9780127678702
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Descrizione
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 series models to attain adequate statistical power. The careful linkage of the theoretical constructs with the practical considerations involved in utilizing the statistical packages makes it easy for the user to properly apply these techniques.