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008			991126s2000 caua b 001 0 eng d
010			_a 99062662
011			_aBIB MATCHES WORLDCAT
020			_a0127678700
020			_a9780127678702
035			_a(ATU)b10162021
035			_a(DLC) 99062662
035			_a(OCoLC)42954729
040			_aDLC _beng _erda _dATU
050	0	0	_aHA30.3. _bY34 2000
082	0		_a300.285
100	1		_aYaffee, Robert A., _eauthor. _91039306
245	1	0	_aIntroduction to time series analysis and forecasting : _bwith applications in SAS and SPSS / _cRobert A. Yaffee with Monnie McGee.
246	3	0	_aTime series analysis and forecasting : _bWith applications in SAS and SPSS
264		1	_aSan Diego : _bAcademic Press, _c[2000]
264		4	_c©2000
300			_axxv, 528 pages : _billustrations ; _c24 cm
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
504			_aIncludes bibliographical references and index.
505	0	0	_tPreface -- _tIntroduction and Overview: -- _tPurpose -- _tTime Series -- _tMissing Data -- _tSample Size -- _tRepresentativeness -- _tScope of Application -- _tStochastic and Deterministic Processes -- _tStationarity -- _tMethodological Approaches -- _tImportance -- _tNotation -- _tExtrapolative and Decomposition Models: -- _tIntroduction -- _tGoodness-of-Fit Indicators -- _tAverage Techniques -- _tExponential Smoothing -- _tDecomposition Methods -- _tNew Features of Census X-12 -- _tIntroduction of Box-Jenkins Time Series Analysis: -- _tIntroduction -- _tThe importance of Time Series Analysis Modeling -- _tLimitations -- _tAssumptions -- _tTime Series -- _tTests for Nonstationarity -- _tStabilizing the Variance -- _tStructural or Regime Stability -- _tStrict Stationarity -- _tImplications of Stationarity -- _tThe Basic ARIMA Model: -- _tIntroduction to ARIMA -- _tGraphical Analysis of Time Series Data -- _tBasic Formulation of the Autoregressive Integrated Moving Average Model -- _tThe Sample Autocorrelation Function -- _tThe Standard Error of the ACF -- _tThe Bounds of Stationarity and Invertibility -- _tThe Sample Partial Autocorrelation Function -- _tBounds of Stationarity and Invertibility Reviewed -- _tOther Sample Autocorrelation Funcations -- _tTentative Identification of Characteristic Patterns of Integrated, Autoregressive, Moving Average, and ARMA Processes -- _tSeasonal ARIMA Models: -- _tCyclicity -- _tSeasonal Nonstationarity -- _tSeasonal Differencing -- _tMultiplicative Seasonal Models -- _tThe Autocorrelation Structure of Seasonal ARIMA Models -- _tStationarity and Invertibility of Seasonal ARIMA Model -- _tA Modeling Strategy for the Seasonal ARIMA Model -- _tProgramming Seasonal Multiplicative Box-Jenkins Models -- _tAlternative Methods of Modeling Seasonality -- _tThe Question of Deterministic or Stochastic Seasonality -- _tEstimation and Diagnosis: -- _tIntroduction -- _tEstimation -- _tDiagnosis of the Model -- _tMetadiagnosis and Forecasting: -- _tIntroduction -- _tMetadiagnosis -- _tForecasting with Box-Jenkins Models -- _tCharacteristics of the Optimal Forecast -- _tBasic Combination of Forecast -- _tForecast Evaluation -- _tStatistical Package Forecast Syntax -- _tRegression Combination of Forecasts -- _tIntervention Analysis: -- _tIntroduction: Event Interventions and Their Impacts -- _tAssumptions of the Event Intervention (Impact Model) -- _tImpact Analysis Theory -- _tSignificance Tests for Impulse Response Functions -- _tModeling Strategies for Impact Analysis -- _tProgramming Impact Analysis -- _tApplications of Impact Analysis -- _tAdvantages of Intervention Analysis -- _tLimitations of Intervention Analysis -- _tTransfer Function Models: -- _tDefinition of a Transfer Function -- _tImportance -- _tTheory of the Transfer Function Model -- _tModeling Strategies -- _tCointegration -- _tLong-Run and Short-Run Effects in Dynamic Regression -- _tBasic Characteristics of a Good Time Series Model -- _tAutoregressive Error Models: -- _tThe Nature of Serial Correlation of Error -- _tSources of Autoregressive Error -- _tAutoregressive Models with Serially Correlated Errors -- _tTests for Serial Correlation of Error -- _tCorrective Algorithms for Regression Models with Autocorrelated Error -- _tForecasting with Autocorrelated Error Models -- _tProgramming Regression with Autocorrelated Errors -- _tAutoregression in Combining Forecasts -- _tModels with Stochastic Variance -- _tA Review of Model and Forecast Evaluation: -- _tModel and Forecat Evaluation -- _tModel Evaluation -- _tComparative Forecast Evaluation -- _tComparison of Individual Forecast Methods -- _tComparison of Combined Forecast Models -- _tPower Analysis and Sample Size Determination for Well-Known Time Series Models: -- _tCensus X-11 -- _tBox-Jenkins Models -- _tTests for Nonstationarity -- _tIntervention Analysis and Transfer Functions -- _tRegression with Autoregressive Errors -- _tConclusion.
588			_aMachine converted from AACR2 source record.
630	0	0	_aSAS (Computer file) _9312976
630		0	_aSPSS (Computer file) _9312986
650		0	_aSocial sciences _xStatistical methods. _9370520
650		0	_aSocial sciences _xStatistical methods _xComputer programs _9371212
650		0	_aSocial sciences _xForecasting _xComputer programs.
650		0	_aSocial prediction _xComputer programs _9769709
650		0	_aTime-series analysis _xComputer programs _9769714
700	1		_aMcGee, Monnie, _eauthor. _91039308
907			_a.b10162021 _b18-02-20 _c27-10-15
942			_cB
945			_a300.285 YAF _g1 _iA283285B _j0 _lnmain _o- _p$208.55 _q- _r- _s- _t0 _u8 _v1 _w1 _x0 _y.i10402044 _z28-10-15
998			_a(2)b _a(2)n _b06-04-16 _cm _da _feng _gcau _h0
999			_c1108523 _d1108523