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Editorial Reviews
Review
I have been a big advocate of the utility of using and learning SAS by imitation and adaptation. This book, with all the usual fine production standards that the SAS books offer, is another wonderful aid to the use of the vast capabilities of SAS in its different areas of statistical application. --Eric R. Ziegel, Technometrics, Book Review Editor
This book is a wonderful aid for using the vast capabilities of SAS® in its different areas of statistical application. -- Eric R. Ziegel Technometrics, Book Review Editor
Product Description
Numerous step-by-step examples show you--the economist, business forecaster, student, or researcher--how to use the SAS System to generate forecasts for a variety of business and economic data. Examples are based on both time series models and econometric models. You'll learn how to use the SAS System to forecast time series data using Box-Jenkins ARIMA methodology; develop and forecast transfer functions and intervention models; fit and forecast regression models with autocorrelated, heteroskedastic, and ARCH-GARCH error terms; estimate nonlinear regression models, create forecast confidence limits using Monte Carlo simulation, and more! The main focus of the book is on the code-based procedures in SAS/ETS software, but this book also provides an introduction to the interactive Time Series Forecasting System, and it shows how to plot data and forecasts with SAS/GRAPH software.
I have been a big advocate of the utility of using and learning SAS by imitation and adaptation. This book, with all the usual fine production standards that the SAS books offer, is another wonderful aid to the use of the vast capabilities of SAS in its different areas of statistical application. --Eric R. Ziegel, Technometrics, Book Review Editor
This book is a wonderful aid for using the vast capabilities of SAS® in its different areas of statistical application. -- Eric R. Ziegel Technometrics, Book Review Editor
Product Description
Numerous step-by-step examples show you--the economist, business forecaster, student, or researcher--how to use the SAS System to generate forecasts for a variety of business and economic data. Examples are based on both time series models and econometric models. You'll learn how to use the SAS System to forecast time series data using Box-Jenkins ARIMA methodology; develop and forecast transfer functions and intervention models; fit and forecast regression models with autocorrelated, heteroskedastic, and ARCH-GARCH error terms; estimate nonlinear regression models, create forecast confidence limits using Monte Carlo simulation, and more! The main focus of the book is on the code-based procedures in SAS/ETS software, but this book also provides an introduction to the interactive Time Series Forecasting System, and it shows how to plot data and forecasts with SAS/GRAPH software.
Supports releases 6.09 and higher of SAS software.
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