This book shows how SAS performs multivariate time series analysis and features the advanced SAS procedures STATESPACE, ARIMA, and SPECTRA, The interrelationship of SAS/ETS procedures is demonstrated with an accompanying discussion of how the choice of a procedure depends on the data to be analyzed and results desired. Using this book you will learn to model and forecast simple auto regressive (AR) processes using (PROC ARIMA and use the STATESPACE procedure and the AR model to do state space modeling. Other topics covered ...
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This book shows how SAS performs multivariate time series analysis and features the advanced SAS procedures STATESPACE, ARIMA, and SPECTRA, The interrelationship of SAS/ETS procedures is demonstrated with an accompanying discussion of how the choice of a procedure depends on the data to be analyzed and results desired. Using this book you will learn to model and forecast simple auto regressive (AR) processes using (PROC ARIMA and use the STATESPACE procedure and the AR model to do state space modeling. Other topics covered include detecting sinusoidal components in time series models and performing bivariate cross-spectral analysis and comparing the results the standard transfer function methodolgoy.
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