TY  - BOOK
AU  - Yaffee,Robert A.
AU  - McGee,Monnie
TI  - Introduction to time series analysis and forecasting: with applications in SAS and SPSS 
SN  - 0127678700
AV  - HA30.3. Y34 2000
U1  - 300.285 
PY  - 2000///]
CY  - San Diego
PB  - Academic Press
KW  - SAS (Computer file)
KW  - SPSS (Computer file)
KW  - Social sciences
KW  - Statistical methods
KW  - Computer programs
KW  - Forecasting
KW  - Social prediction
KW  - Time-series analysis
N1  - Includes bibliographical references and index; Preface --; Introduction and Overview: --; Purpose --; Time Series --; Missing Data --; Sample Size --; Representativeness --; Scope of Application --; Stochastic and Deterministic Processes --; Stationarity --; Methodological Approaches --; Importance --; Notation --; Extrapolative and Decomposition Models: --; Introduction --; Goodness-of-Fit Indicators --; Average Techniques --; Exponential Smoothing --; Decomposition Methods --; New Features of Census X-12 --; Introduction of Box-Jenkins Time Series Analysis: --; Introduction --; The importance of Time Series Analysis Modeling --; Limitations --; Assumptions --; Time Series --; Tests for Nonstationarity --; Stabilizing the Variance --; Structural or Regime Stability --; Strict Stationarity --; Implications of Stationarity --; The Basic ARIMA Model: --; Introduction to ARIMA --; Graphical Analysis of Time Series Data --; Basic Formulation of the Autoregressive Integrated Moving Average Model --; The Sample Autocorrelation Function --; The Standard Error of the ACF --; The Bounds of Stationarity and Invertibility --; The Sample Partial Autocorrelation Function --; Bounds of Stationarity and Invertibility Reviewed --; Other Sample Autocorrelation Funcations --; Tentative Identification of Characteristic Patterns of Integrated, Autoregressive, Moving Average, and ARMA Processes --; Seasonal ARIMA Models: --; Cyclicity --; Seasonal Nonstationarity --; Seasonal Differencing --; Multiplicative Seasonal Models --; The Autocorrelation Structure of Seasonal ARIMA Models --; Stationarity and Invertibility of Seasonal ARIMA Model --; A Modeling Strategy for the Seasonal ARIMA Model --; Programming Seasonal Multiplicative Box-Jenkins Models --; Alternative Methods of Modeling Seasonality --; The Question of Deterministic or Stochastic Seasonality --; Estimation and Diagnosis: --; Introduction --; Estimation --; Diagnosis of the Model --; Metadiagnosis and Forecasting: --; Introduction --; Metadiagnosis --; Forecasting with Box-Jenkins Models --; Characteristics of the Optimal Forecast --; Basic Combination of Forecast --; Forecast Evaluation --; Statistical Package Forecast Syntax --; Regression Combination of Forecasts --; Intervention Analysis: --; Introduction: Event Interventions and Their Impacts --; Assumptions of the Event Intervention (Impact Model) --; Impact Analysis Theory --; Significance Tests for Impulse Response Functions --; Modeling Strategies for Impact Analysis --; Programming Impact Analysis --; Applications of Impact Analysis --; Advantages of Intervention Analysis --; Limitations of Intervention Analysis --; Transfer Function Models: --; Definition of a Transfer Function --; Importance --; Theory of the Transfer Function Model --; Modeling Strategies --; Cointegration --; Long-Run and Short-Run Effects in Dynamic Regression --; Basic Characteristics of a Good Time Series Model --; Autoregressive Error Models: --; The Nature of Serial Correlation of Error --; Sources of Autoregressive Error --; Autoregressive Models with Serially Correlated Errors --; Tests for Serial Correlation of Error --; Corrective Algorithms for Regression Models with Autocorrelated Error --; Forecasting with Autocorrelated Error Models --; Programming Regression with Autocorrelated Errors --; Autoregression in Combining Forecasts --; Models with Stochastic Variance --; A Review of Model and Forecast Evaluation: --; Model and Forecat Evaluation --; Model Evaluation --; Comparative Forecast Evaluation --; Comparison of Individual Forecast Methods --; Comparison of Combined Forecast Models --; Power Analysis and Sample Size Determination for Well-Known Time Series Models: --; Census X-11 --; Box-Jenkins Models --; Tests for Nonstationarity --; Intervention Analysis and Transfer Functions --; Regression with Autoregressive Errors --; Conclusion
ER  -