An Introduction to Time Series Analysis and Forecasting: With Applications of SAS(R) and SPSS(R) - Hardcover

Yaffee, Robert; McGee, Monnie

Hardcover

ISBN 10: 0127678700 ISBN 13: 9780127678702

Verlag: Academic Press, 2000

Inhaltsangabe

Book by Yaffee Robert A McGee Monnie

Über diesen Titel

Críticas

"Robert Yaffee has performed an invaluable service to students of time series analysis by preparing an introduction to methods for analyzing time series data that includes examples drawn from the social sciences, and demonstrates how to program the procedures in SPSS and SAS. Introduction to Time Series Analysis and Forecasting will be a standard reference for years to come."
--DAVID F. GREENBERG, New York University, New York

Reseña del editor

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

Details zur Ausgabe

• Verlag: Academic Press
• Erscheinungsdatum: 2000
• ISBN 10: 0127678700
• ISBN 13: 9780127678702
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 556