SAS for Forecasting Time Series, Third Edition

3rd Edition

John C. Brocklebank, Ph.D.; David A. Dickey, Ph.D.; Bong Choi
eISBN-13: 9781629605449

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To use statistical methods and SAS applications to forecast the future values of data taken over time, you need only follow this thoroughly updated classic on the subject.<p><p> With this third edition of SAS for Forecasting Time Series, intermediate-to-advanced SAS userssuch as statisticians, economists, and data scientistscan now match the most sophisticated forecasting methods to the most current SAS applications.
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Starting with fundamentals, this new edition presents methods for modeling both univariate and multivariate data taken over time. From the well-known ARIMA models to unobserved components, methods that span the range from simple to complex are discussed and illustrated. Many of the newer methods are variations on the basic ARIMA structures.
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Completely updated, this new edition includes fresh, interesting business situations and data sets, and new sections on these up-to-date statistical methods:
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ARIMA models
Vector autoregressive models
Exponential smoothing models
Unobserved component and state-space models
Seasonal adjustment
Spectral analysis
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Focusing on application, this guide teaches a wide range of forecasting techniques by example. The examples provide the statistical underpinnings necessary to put the methods into practice. The following up-to-date SAS applications are covered in this edition:
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The ARIMA procedure
The AUTOREG procedure
The VARMAX procedure
The ESM procedure
The UCM and SSM procedures
The X13 procedure
The SPECTRA procedure
SAS Forecast Studio
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Each SAS application is presented with explanation of its strengths, weaknesses, and best uses. Even users of automated forecasting systems will benefit from this knowledge of what is done and why. Moreover, the accompanying examples can serve as templates that you easily adjust to fit your specific forecasting needs.
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Additional resources for this book can be found by accessing the link below.

Sold By SAS Institute
ISBNs 9781629598444, 9781635269000, 9781629605463, 9781629605449
Publish Year 2018
Language English
Number of Pages 384
Edition 3rd
Website https://support.sas.com/brocklebank