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

Author: Robert A Yaffee; Monnie McGee
Publisher: San Diego : Academic Press, ©2000.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:

Explaining the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two statistical packages - SAS and SPSS. It also features treatments of  Read more...

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Genre/Form: Electronic books
Additional Physical Format: Print version:
Yaffee, Robert A.
Introduction to time series analysis and forecasting.
San Diego : Academic Press, ©2000
(DLC) 99062662
(OCoLC)42954729
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Robert A Yaffee; Monnie McGee
ISBN: 9780080478708 0080478700
OCLC Number: 154197353
Description: 1 online resource (xxv, 528 pages) : illustrations
Contents: 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.
Other Titles: Time series analysis and forecasting :
Responsibility: Robert A. Yaffee with Monnie McGee.
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From the prepublication reviews"Robert Yaffee has performed an invaluable service to students of time series analysis by preparing an introduction to methods for analysing time series data that Read more...

 
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