Introduction to time series analysis and forecasting : with applications in SAS and SPSS /

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,...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Yaffee, Robert A.
Otros Autores: McGee, Monnie
Formato: Electrónico eBook
Idioma:Inglés
Publicado: San Diego : Academic Press, ©2000.
Temas:
SAS (Computer file)
SPSS (Computer file)
Social sciences > Statistical methods.
Social sciences > Statistical methods > Computer programs.
Social sciences > Forecasting > Computer programs.
Social prediction > Computer programs.
Time-series analysis > Computer programs.
Forecasting.
Time-series analysis.
Sciences sociales > Méthodes statistiques.
Sciences sociales > Méthodes statistiques > Logiciels.
Sciences sociales > Prévision > Logiciels.
Prévision sociale > Logiciels.
Prévision.
Série chronologique.
SOCIAL SCIENCE > Methodology.
Forecasting
Social sciences > Statistical methods
Social sciences > Statistical methods > Computer programs
Time-series analysis
Time-series analysis > Computer programs
Acceso en línea:Texto completo
Descripción
Sumario: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 serie.
Descripción Física:1 online resource (xxv, 528 pages) : illustrations
Bibliografía:Includes bibliographical references and index.
ISBN:9780080478708
0080478700

Ejemplares similares