Practical Time Series Analysis Using SAS

by Anders Milhoj

Anders Milhøj's Practical Time Series Analysis Using SAS explains and demonstrates through examples how you can use SAS for time series analysis. It offers modern procedures for forecasting, seasonal adjustments, and decomposition of time series that can be used without involved statistical reasoning. The book teaches, with numerous examples, how to apply these procedures with very simple coding. In addition, it also gives the statistical background for interested readers. Beginning with an introductory chapter that covers the practical handling of time series data in SAS using the TIMESERIES and EXPAND procedures, it goes on to explain forecasting, which is found in the ESM procedure; seasonal adjustment, including trading-day correction using PROC X12; and unobserved component models using the UCM procedure.

This book is part of the SAS Press program.

204 pages, Paperback

First published April 1, 2013

Reviews

[Omer Zeybek · Rating 5 out of 5]

As an econometrician very bounded to eviews as a forecasting tool. It was a major problem for me to carry my analysis on SAS ETS. however Mr.Miljoh s book makes things more easier for me. Although book follows a course full of coding,it is very clear and easy to follow sytanx.