An Introduction to Time Series Analysis and Forecasting —— With Applications of SAS庐 and SPSS庐

----- 时间序列分析和预测简介：结合SAS®和SPSS®的应用

ISBN: 9780127678702 出版年：2000 页码：555 Yaffee, Robert Alan McGee, Monnie Academic Press_RM

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 forecastingPresents examples from public opinion research, policy analysis, political science, economics, and sociologyMath level pitched to general social science usageGlossary makes the material accessible for readers at all levels