SAS for Forecasting Time Series, 2nd Edition
Chapter 1- Overview of Time Series.
Chapter 2- Simple Models: Autoregression.
Chapter 3- The General ARIMA Model.
Chapter 4- The ARIMA Model: Introductory Applications.
Chapter 5- The ARIMA Model: Special Applications.
Chapter 6- State Space Modeling.
Chapter 7- Spectral Analysis.
Chapter 8- Data Mining and Forecasting.
David A. Dickey is Professor of Statistics at North Carolina State University, where he teaches graduate courses in statistical methods and time series. An accomplished SAS user since 1976 and a prolific author, Dr. Dickey is the co-inventor of the Dickey-Fuller test used in SAS/ETS software. He received his Ph.D. in statistics from Iowa State University in 1976. He is a fellow of the American Statistical Association and a member of the Institute of Mathematical Statistics.
“Taking a tutorial approach, the authors focus on procedures that most effectively bring results…” (Zentralblatt MATH, April 2007)