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

Robert A. Yaffee , Monnie McGee

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. To enhance the book's value as a teaching tool, the data sets and programs used in the book are made available on the Academic Press Web site. 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. It describes principal approaches to time series analysis and forecasting. It presents examples from public opinion research, policy analysis, political science, economics, and sociology. The free Web site contains the data used in most chapters, facilitating learning. The math level is pitched to general social science usage. The glossary makes the material accessible for readers at all levels.
  • Limba : Engleza
  • Cuprins : Preface. Introduction and Overview. Extrapolative Models and Decomposition Models. Introduction to Box-Jenkins Time Series Analysis. The Basic ARIMA Model. Seasonal ARIMA Models. Estimation and Diagnosis. Metadiagnosis and Forecasting. Intervention Analysis. Transfer Function Models. Autoregressive Error Models. A Review of Model and Forecast Evaluation. M. McGee, Power Analysis and Sample Size Determination for Well-Known Time Series Models. Appendix A. Glossary. Index.
  • Data Publicarii : 12 May 2000
  • Format : Hardback
  • Numar pagini : 528
  • ISBN : 9780127678702
473.99 Lei
Disponibilitate : 4-6 saptamani

Acest produs este disponibil in stocul furnizorilor si poate fi livrat in 4-6 saptamani