Abstract
Time series analysis is widely utilised in many areas, from business forecasting to the prediction of population sizes of species. Various types of time series models and techniques are studied, ranging from analysis and inference to classification and forecasting. It is important to determine the appropriateness and accuracy of these models and techniques before applying them. This book is devoted to time series data analysis using SAS® Enterprise Guide® (SAS EG). The base SAS® program is widely used at universities, research institutions, government departments, and business sectors in many different areas, both public and private. SAS EG is a point-and-click, menu-driven data analysis software which is driven by the power of SAS. In this first chapter, we will briefly cover:
-
The purpose of this book
-
The basics of time series data
-
An introduction to SAS EG
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
V.B. Ajmani, Applied Econometrics Using the SAS® System (Wiley, Hoboken, 2009)
M.L. Berenson, D.M. Levine, T.C. Krehbiel, D.F. Stephan, M. O’Brien, N. Jayne, J. Watson, Basic Business Statistics: Concepts and Applications, 3rd edn. (Pearson, London, 2013)
G.E.P. Box, G.M. Jenkins, Time Series Analysis: Forecasting and Control, Revised edn. (Holden-Day, San Francisco, 1976)
J.C. Brocklebank, D.A. Dickey, B.S. Choi, SAS® for Forecasting Time Series, 3rd edn. (SAS Institute, Cary, NC, 2018)
N. Constable, SAS® Programming for Enterprise Guide® Users, 2nd edn. (Copyright SAS Institute Inc., Cary, NC, USA, 2010). All Rights Reserved
J.B. Davis, Statistics Using SAS® Enterprise Guide® (Copyright SAS Institute Inc., Cary, NC, USA, 2007). All Rights Reserved
G. Der, B.S. Everitt, Basic Statistics Using SAS® Enterprise Guide®: A Primer (Copyright SAS Institute Inc., Cary, NC, USA, 2007). All Rights Reserved
P.J. Diggle, Time Series: A Biostatistical Introduction (Oxford University Press, Oxford, 1990)
W.H. Greene, Econometric Analysis, 7th edn. (Pearson, London, 2012)
R.J. Hyndman, G. Athanasopoulos, Forecasting: Principles and Practice, 2nd edn. (OTexts, 2018)
K. Kakamu, H. Wago, Small-sample properties of panel spatial autoregressive models: comparison of the Bayesian and maximum likelihood methods. Spat. Econ. Anal. 3(3), 305–319 (2008)
S. Liu, On diagnostics in conditionally heteroskedastic time series models under elliptical distributions. J. Appl. Probab. 41A, 393–405 (2004)
S. Liu, T. Ma, W. Polasek, Spatial system estimators for panel models: a sensitivity and simulation study. Math. Comput. Simul. 101, 78–102 (2014)
Y. Liu, G. Ji, S. Liu, Influence diagnostics in a vector autoregressive model. J. Stat. Comput. Simul. 85(13), 2632–2655 (2015)
Y. Liu, R. Sang, S. Liu, Diagnostic analysis for a vector autoregressive model under Student-t distributions. Stat. Neerl. 71(2), 86–114 (2017)
L.S. Meyers, G. Gamst, A.J. Guarino, Data Analysis Using SAS Enterprise Guide (Cambridge University Press, Cambridge CB2 8RU, UK, 2009)
A. Milhøj, Practical Time Series Analysis Using SAS® (SAS Institute Inc., Cary, NC, 2013)
A. Milhøj, Multiple Time Series Modeling Using the SAS® VARMAX Procedure (SAS Institute Inc., Cary, NC, 2016)
O. Parr-Rud, Business Analytics Using SAS® Enterprise Guide® and SAS® Enterprise Miner™: A Beginner’s Guide (Copyright SAS Institute Inc., Cary, NC, USA, 2014). All Rights Reserved
R.H. Shumway, D.S. Stoffer, Time Series Analysis and Its Applications, 3rd edn. (Springer, Berlin, 2011)
S.J. Slaughter, L.D. Delwiche, The Little SAS® Enterprise Guide® Book (Copyright SAS Institute Inc., Cary, NC, USA, 2017). All Rights Reserved
J.M. Wooldridge, Introductory Econometrics: A Modern Approach, 6th edn. (Cengage, Boston, 2016)
F. Zhu, L. Shi, S. Liu, Influence diagnostics in log-linear integer-valued GARCH models. AStA Adv. Stat. Anal. 99, 311–335 (2015)
F. Zhu, S. Liu, L. Shi, Local influence analysis for poisson autoregression with an application to stock transaction data. Stat. Neerl. 70, 4–25 (2016)
Author information
Authors and Affiliations
Corresponding author
1.1 Electronic Supplementary Material
Below is the link to the electronic supplementary material.
Rights and permissions
Copyright information
© 2020 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
About this chapter
Cite this chapter
Liu, T., Liu, S., Shi, L. (2020). Introduction. In: Time Series Analysis Using SAS Enterprise Guide. SpringerBriefs in Statistics. Springer, Singapore. https://doi.org/10.1007/978-981-15-0321-4_1
Download citation
DOI: https://doi.org/10.1007/978-981-15-0321-4_1
Published:
Publisher Name: Springer, Singapore
Print ISBN: 978-981-15-0320-7
Online ISBN: 978-981-15-0321-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)