Introduction to time series analysis and forecasting : with applications of SAS and SPSS /

Introduction to time series analysis and forecasting : with applications of SAS and SPSS /

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Bibliographic Details
Author / Creator:	Yaffee, Robert A.
Imprint:	San Diego, Calif. ; London : Academic, c2000.
Description:	xxv, 528 p. : ill. ; 23 cm.
Language:	English
Subject:	SAS (Computer file) SPSS (Computer file) Forecasting. Time-series analysis. Social sciences -- Statistical methods. Social sciences -- Statistical methods. Social sciences -- Statistical methods -- Computer programs. Time-series analysis -- Computer programs.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/4265738

Hidden Bibliographic Details
Other authors / contributors:	McGee, Monnie.
ISBN:	0127678700
Notes:	Includes bibliographical references and index.

Table of Contents:

Preface
Introduction and Overview
Extrapolative Models and Decomposition Models
Introduction to Box-Jenkins Time Series Analysis
The Basic ARIMA Model
Seasonal ARIMA Models
Estimation and Diagnosis
Metadiagnosis and Forecasting. Intervention Analysis
Transfer Function Models
Autoregressive Error Models
A Review of Model and Forecast Evaluation
Power Analysis and Sample Size Determination for Well-Known Time Series Models
Appendix A.
Glossary
Index