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,...

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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
Tabla de Contenidos:
  • Ch. 1. Introduction and Overview
  • Ch. 2. Extrapolative and Decomposition Models
  • Ch. 3. Introduction to Box-Jenkins Time Series Analysis
  • Ch. 4. The Basic ARIMA Model
  • Ch. 5. Seasonal ARIMA Models
  • Ch. 6. Estimation and Diagnosis
  • Ch. 7. Metadiagnosis and Forecasting
  • Ch. 8. Intervention Analysis
  • Ch. 9. Transfer Function Models
  • Ch. 10. Autoregressive Error Models
  • Ch. 11. A Review of Model and Forecast Evaluation
  • Ch. 12. Power Analysis and Sample Size Determination for Well-Known Time Series Models / Monnie McGee.

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