Practical time series analysis using SAS / Anders Milhøj.

Format:

Book

Author/Creator:

Milhøj, Anders, Author.

Contributor:

SAS Institute.

Language:

English

Subjects (All):

SAS (Computer file).

Information Technology--General and Others.

SAS (Computer program language).

Local Subjects:

Information Technology--General and Others.

Physical Description:

1 online resource (1 v.) : ill.

Edition:

1st edition

Place of Publication:

Cary, N.C. : SAS Institute ; 2013

Language Note:

English

System Details:

text file

Summary:

Anders Milhoj's Practical Time Series Analysis Using SAS explains and demonstrates through examples how you can use SAS for time series analysis. It offers modern procedures for forecasting, seasonal adjustments, and decomposition of time series that can be used without involved statistical reasoning. The book teaches, with numerous examples, how to apply these procedures with very simple coding. In addition, it also gives the statistical background for interested readers. Beginning with an introductory chapter that covers the practical handling of time series data in SAS using the TIMESERIES and EXPAND procedures, it goes on to explain forecasting, which is found in the ESM procedure; seasonal adjustment, including trading-day correction using PROC X12; and unobserved component models using the UCM procedure. This book is part of the SAS Press program.

Contents:

Time series data

Datetime variables in SAS

Aggregation using PROC TIMESERIES

Interpolation using PROC EXPAND

Exponential smoothing of nonseasonal series

Forecasting by exponential smoothing of seasonal series

Exponential smoothing versus parameterized models

Basic adjustments using the Census X11 method

Additional facilities in PROC X12

Models with unobserved components

Analysis of Danish Fertility using PROC UCM

Analysis of US E-Commerce using PROC UCM

An analysis of the Arctic Ice Coverage Series using unobserved components.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references and index.

ISBN:

9781612901701

1612901700

OCLC:

855911536