An Introduction to Time Series Analysis and Forecasting: with Applications of SAS and SPSS
By Robert A. Yaffee
Publisher: Academic Press
Number Of Pages: 528
Publication Date: 2000-04
ISBN-10 / ASIN: 0127678700
ISBN-13 / EAN: 9780127678702
Binding: Hardcover
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
Summary: Readable Time Series Book
Rating: 5
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, and has helped me complete my analyses correctly.
Summary: Useful for SAS users without a deep love of stats
Rating: 4
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 developing my time series models, and the SAS code is especially helpful. I’d recommend it to others that are not econometrics experts interested in using ARIMA models, but may be intimidated by other highly statistical texts.
Summary: Data and Syntax CD with the book
Rating: 1
I think this book is useless unless the author includes a CD of data and syntax as had been done by Gujarati and Green.
Summary: Difficult to understand
Rating: 2
Although I have taken courses in multivriate statistics, I had a very difficult time getting through the second chapter in this text. Certainly, there must be something that is easier to understand. The author writes as if he spent his whole life inside the ivory tower and gravitates towards three and four syllable words. I thought that this book would be simple to uderstand because it is targeted to students in the social sciences. I thought wrong!
Summary: Vaulable for all people learning econometrics
Rating: 4
“Introduction to Time Series Analysis and Forecasting with Applications of SAS and SPSS” is the best textbook in the area of econometrics that I ever read so far. It demonstrates detail programme language of SAS and SPSS for time series analysis and Forecasting which make this book distinguishable from others. I found the explanation of the programme language (right beside the programme) is easy to read and make me understand SAS and SPSS more, especially for the beginner of these programmes. Besides the programme language, the text itself also explains the concepts and the equations of the time series analysis and econometrics in an easy to understand and orgainzed way. This is definitely a good tool book for people learning econometrics.
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