An Introduction to Time Series Analysis and Forecasting: With Applications Of Sas And Spss

Hardcover | December 14, 1999

byRobert Alan Yaffee, Monnie McgeeEditorRobert Alan Yaffee

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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

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From Our Editors

This helpful book helps social science students understand various theories and applications in the field. An Introduction to Time Series Analysis and Forecasting discusses the processes behind conceptualization, modelling and forecasting. This handy resource also provides several examples of time series programming techniques from pub...

From the Publisher

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...

From the Jacket

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...

Robert A. Yaffee, Ph.D., is a Senior Research Consultant/Statistican in the Statistics and Social Science Group of New York University's Academic Computing Facility as well as a Research Scientist/Statistician at the State University of New York Health Science Center in Brooklyn's Division of Geriatric Psychiatry. He received his Ph.D....
Format:HardcoverDimensions:528 pages, 9 × 6 × 0.98 inPublished:December 14, 1999Publisher:Academic PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0127678700

ISBN - 13:9780127678702

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Extra Content

Table of Contents

Preface.
Introduction and Overview.
Extrapolative Models and Decomposition Models.
Introduction to Box-Jenkins Time Series Analysis.
The Basic ARIMA Model.
Seasonal ARIMA Models.
Estimation and Diagnosis.
Metadiagnosis and Forecasting. Intervention Analysis.
Transfer Function Models.
Autoregressive Error Models.
A Review of Model and Forecast Evaluation.
M. McGee, Power Analysis and Sample Size Determination for Well-Known Time Series Models.
Appendix A.
Glossary.
Index.

From Our Editors

This helpful book helps social science students understand various theories and applications in the field. An Introduction to Time Series Analysis and Forecasting discusses the processes behind conceptualization, modelling and forecasting. This handy resource also provides several examples of time series programming techniques from public opinion research, policy analysis, political science and other sources.

Editorial Reviews

From the prepublication reviews"Robert Yaffee has performed an invaluable service to students of time series analysis by preparing an introduction to methods for analysing time series data that includes examples drawn from the social sciences, and demonstrates how to program the procedures in SPSS and SAS. Introduction to Time Series Analysis and Forecasting will be a standard reference for years to come."-DAVID F. GREENBERG, New York University, New York