SD - 05 Case Studies in Time Series
نویسنده
چکیده
This paper presents an overview of and introduction to some of the standard time series modeling and forecasting techniques as implemented in SAS with PROC ARIMA and PROC AUTOREG, among others. Examples are presented to illustrate the concepts. In addition to a few initial ARIMA examples, more sophisticated modeling tools will be addressed. Included will be regression models with time series errors, intervention models, a discussion of nonstationarity, and transfer function models.
منابع مشابه
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