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Academic Press An Introduction to Time Series Analysis and Forecasting: With Applications of SAS® and SPSS®

Name: An Introduction to Time Series Analysis and Forecasting: With Applications of SAS(R) and SPSS(R)
Brand: Academic Press

Illustrated

Biography

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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

Product Specifications

Brand: Academic Press
Model: Illustrated
Format: hardcover
ASIN: 0127678700
Category: Books > Subjects > Biography
Domain: Amazon UK
Release Date: 16 May 2000
Listed Since: 06 February 2007

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Academic Press An Introduction to Time Series Analysis and Forecasting: With Applications of SAS® and SPSS®

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