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Technologies: Analytics: Forecasting: Books
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Forecasting Software

External Link: SAS Publishing SAS for Forecasting Time Series, Second Edition
By John Brocklebank and David Dickey

In this second edition of the indispensable SAS for Forecasting Time Series, Brocklebank and Dickey show you how SAS performs univariate and multivariate time series analysis. Taking a tutorial approach, the authors focus on the procedures that most effectively bring results: the advanced procedures ARIMA, SPECTRA, STATESPACE, and VARMAX. They demonstrate the interrelationship of SAS/ETS procedures with a discussion of how the choice of a procedure depends on the data to be analyzed and the results desired. With this book, you will learn to model and forecast simple autoregressive (AR) processes using PROC ARIMA, and you will learn to fit autoregressive and vector ARMA processes using the STATESPACE and VARMAX procedures. Other topics covered include detecting sinusoidal components in time series models, performing bivariate cross-spectral analysis, and comparing these frequency-based results with the time domain transfer function methodology. New and updated examples in the second edition include retail sales with seasonality, ARCH models for stock prices with changing volatility, vector autoregression and cointegration models, intervention analysis for product recall data, expanded discussion of unit root tests and nonstationarity, and expanded discussion of frequency domain analysis and cycles in data.

External Link: SAS Publishing SAS/ETS 9.1 User's Guide

This title provides a complete reference to SAS/ETS software, which provides the most comprehensive and advanced tools for econometrics, time series analysis, and forecasting for novice and expert users in business, academia, and government. It will guide you through the analysis and forecasting of such features as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports. Introductory and advanced examples are included for each procedure. New for 9.1 are procedures for regression based on maximum entropy, for UCM models, and for analyzing and managing transactional data. Several enhancements to existing procedures such as automatic outlier detection for time series and simulated method of moments estimation for multiequational models, with many new examples, are also included. In addition, you can find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments.

External Link: SAS Publishing

SAS 9.1.3 High-Performance Forecasting: User's Guide

This guide documents the syntax of the High-Performance Forecasting product and demonstrates its use through examples. This title is also available online.

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