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Forecasting Examples for Business and Economics Using the SAS System

Institute, SAS

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ISBN 10: 1555447635 / ISBN 13: 9781555447632
Verlag: SAS Institute,, 1996
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Numerous step-by-step examples show you--the economist, business forecaster, student, or researcher--how to use SAS to generate forecasts for a variety of business and economic data. Examples are based on both time series models and econometric models. You'll learn how to use SAS to forecast time series data using Box-Jenkins ARIMA methodology; develop and forecast transfer functions and intervention models; fit and forecast regression models with autocorrelated, heteroskedastic, and ARCH-GARCH error terms; estimate nonlinear regression models; create forecast confidence limits using Monte Carlo simulation; and more! The main focus of the book is on the code-based procedures in SAS/ETS software, but this book also provides an introduction to the interactive Time Series Forecasting System, and it shows how to plot data and forecasts with SAS/GRAPH software.
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Titel: Forecasting Examples for Business and ...

Verlag: SAS Institute,

Erscheinungsdatum: 1996

Einband: Soft cover

Zustand: New

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