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An Introduction to Time Series Analysis and Forecasting
An Introduction to Time Series Analysis and Forecasting

An Introduction to Time Series Analysis and Forecasting

With Applications of SAS® and SPSS®
Robert Alan Yaffee, Monnie McGee
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528 pages
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English
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An Introduction to Time Series Analysis and Forecasting

With Applications of SAS® and SPSS®
Robert Alan Yaffee, Monnie McGee
This book is unavailable in your country
Book details
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About This Book

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. 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.

  • Describes principal approaches to time series analysis and forecasting
  • Presents examples from public opinion research, policy analysis, political science, economics, and sociology
  • Math level pitched to general social science usage
  • Glossary makes the material accessible for readers at all levels
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Information

Publisher
Elsevier Science
Year
2000
ISBN
9780080478708
Topic
Mathematics
Subtopic
Probability & Statistics

Table of contents