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Title: SAS for Forecasting Time Series by John C. Brocklebank, David A. Dickey ISBN: 0-471-39566-8 Publisher: John Wiley & Sons Pub. Date: 11 July, 2003 Format: Paperback Volumes: 1 List Price(USD): $63.95 |
Average Customer Rating: 4.5 (2 reviews)
Rating: 5
Summary: Excellent
Comment: If you're interested in advanced methods of forecasting time series data using SAS then this is the book to have. It is loaded with examples and interpretation of output as well as a nice concise explanation of theory. Everything you would expect from such renowned authors.
Rating: 4
Summary: This manual needs a chapter on forecast accuracy.
Comment: While the publishers describe SAS for Forecasting Time Series as a manual, the authors have provided more than SAS statements and the resulting outputs. Theoretical explanations, equations, and matrix algebra forms of equations fill the book. This superb manual is the product of the Research and Development Director of Analytic Solutions at SAS and of the Professor of Statistics who was the co-inventor of the Dickey-Fuller test. In addition to the coverage of the essential univariate and multivariate time series analysis topics (e.g., ARIMA models), the authors included entire chapters or large portions of chapters on: Cointegration, State Space Modeling, Spectral Analysis, and Data Mining.
My only disappointment with this manual was the lack of an entire chapter on forecast accuracy. Four pages of references did not include a single reference to articles about forecasting competitions. The authors could have: (1) held back recent data in their examples (2) made forecasts with their best models (3) explained how to identify significant changes over time in error terms, standard errors, and in correlations (4) explained when and how to re-calculate model parameters (5) discussed the choice of unbiased forecast accuracy measures for comparing forecasts from ARIMA and regression models.
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Title: Using SAS in Financial Research by Ekkehart Boehmer, John Broussard, Juha-Pekka Kallunki ISBN: 1590470397 Publisher: SAS Publishing Pub. Date: 01 March, 2002 List Price(USD): $32.95 |
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Title: Introduction to Time Series and Forecasting by Peter J. Brockwell, Richard A. Davis, P. J. Rockwell ISBN: 0387953515 Publisher: Springer Verlag Pub. Date: 08 March, 2002 List Price(USD): $84.95 |
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Title: Handbook of Statistical Analyses Using SAS, Second Edition by Geoff Der, Brian S. Everitt ISBN: 158488245X Publisher: CRC Press Pub. Date: 21 August, 2001 List Price(USD): $44.95 |
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Title: An Introduction to Time Series Analysis and Forecasting: with Applications of SAS and SPSS by Robert A. Yaffee, Monnie McGee ISBN: 0127678700 Publisher: Academic Press Pub. Date: 27 April, 2000 List Price(USD): $77.95 |
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Title: SAS(r) System for Regression, 3rd Edition by Rudolf Freund, Ramon Littell ISBN: 0471416649 Publisher: John Wiley & Sons Pub. Date: 15 December, 2000 List Price(USD): $43.95 |
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