| Document Type
|
:
|
BL
|
| Record Number
|
:
|
646510
|
| Doc. No
|
:
|
dltt
|
| Main Entry
|
:
|
Milhøj, Anders.
|
| Title & Author
|
:
|
Practical time series analysis using SAS /\ Anders Milhøj
|
| Page. NO
|
:
|
1 online resource
|
| ISBN
|
:
|
9781612901701
|
|
|
:
|
: 9781612906249 (electronic book)
|
|
|
:
|
: 1612906249 (electronic book)
|
|
|
:
|
: 1612901700 (electronic bk.)
|
|
|
:
|
: 9781612901701 (electronic bk.)
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references and index
|
| 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
|
| Abstract
|
:
|
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 PROC UCM
|
| Subject
|
:
|
Time-series analysis-- Computer programs.
|
| Subject
|
:
|
SAS (Computer program language)
|
| LC Classification
|
:
|
HA30.3.M56 2013eb
|
| Added Entry
|
:
|
SAS Institute,publisher
|