An Introduction to Time Series Analysis and Forecasting: with Applications of SAS and SPSS
Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS. The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models and has brief discussions of ARCH and GARCH models. The book features treatments of forecast improvement with regression and autoregression combination models and model and forecast evaluation, along with a sample size analysis for common time series models to attain adequate statistical power. To enhance the book's value as a teaching tool, the data sets and programs used in the book are made available on the Academic Press Web site. The careful linkage of the theoretical constructs with the practical considerations involved in utilizing the statistical packages makes it easy for the user to properly apply these techniques.
Key Features
* Describes principal approaches to time series analysis and forecasting
* Presents examples from public opinion research, policy analysis, political science, economics, and sociology
* Free Web site contains the data used in most chapters, facilitating learning
* Math level pitched to general social science usage
* Glossary makes the material accessible for readers at all levels more
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ProductReviews68/100 (7 Reviews)
Recent Reviews
- 3/5
- From: Amazon
- Posted: Mar-28-2009
- Where's the data?
Anybody know where to download the data and SAS code for this book? I can't find it anywhere, and the link in the book doesn't work.Thanks a lot.
- read full review | report as inappropriate
- 5/5
- From: Amazon
- Posted: Nov-25-2008
- excellent overview of time series
His book added a new level to my understanding of how to run time-series analysis.
- read full review | report as inappropriate
- 5/5
- From: Amazon
- Posted: Apr-24-2007
- Readable Time Series Book
I have found this book very helpful. I am a Clinical Psychologist with a strong research background, yet have had difficulty understanding the very technical 8+ Time Series books I have read thus far. This book is relatively easy to...
- read full review | report as inappropriate
- 4/5
- From: Amazon
- Posted: Apr-04-2007
- Useful for SAS users without a deep love of stats
This textbook has been useful for my work (using SAS) on interrupted time series analysis. Fairly useful examples, but very few examples using transfer functions, which is my interest. Overall, this has been an excellent resource for...
- read full review | report as inappropriate
Selected Reviews
- 5/5
- From: Amazon
- Posted: Nov-25-2008
- excellent overview of time series
His book added a new level to my understanding of how to run time-series analysis.
- read full review | report as inappropriate
- 3/5
- From: Amazon
- Posted: Mar-28-2009
- Where's the data?
Anybody know where to download the data and SAS code for this book? I can't find it anywhere, and the link in the book doesn't work.Thanks a lot.
- read full review | report as inappropriate
- 1/5
- From: Amazon
- Posted: Aug-26-2004
- Data and Syntax CD with the book
I think this book is useless unless the author includes a CD of data and syntax as had been done by Gujarati and Green.
- read full review | report as inappropriate
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