Forecasting Examples for Business and Economics Using SAS - Softcover

Institute, SAS

Softcover

ISBN 10: 1555447635 ISBN 13: 9781555447632

Publisher: SAS Institute, 1996

Synopsis

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.

About this title

Product Description

Forecasting Examples for Business and Economics Using the SAS System 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 intervent... Full description

Edition details

• Publisher: SAS Institute
• Publication date: 1996
• Language: English
• ISBN 10: 1555447635
• ISBN 13: 9781555447632
• Binding: Paperback
• Number of pages: 424