SAS/ETS Software: Applications Guide 1, Version 6, First Edition

Reference Aids ix
Credits xi
Acknowledgments xiii
Using This Book xv

Part I Time Series Modeling 1

Chapter 1 Time Series Data

Introduction
A Graphical Display of a Time Series
Characteristics of Time Series Data
Time Series Data Manipulation
Methods of Analysis for Time Series Data
Introducing the Electricity Production Data (1983--1990)
Chapter Summary
Learning More
References

Chapter 2 Manipulating Time Series Data

Introduction
Handling Problems with Time Series Data
Specifying SAS Time Intervals
Creating and Displaying SAS Date, Time, and Datetime Values
Chapter Summary
Learning More
Reference

Chapter 3 Autoregressive Models

Introduction
Description of Autoregressive (AR) Models
Identification of Autoregressive Models with the ARIMA Procedure
Estimation of Autoregressive Models with the ARIMA Procedure
Identification and Estimation of an AR(1) Process
Estimation with the AUTOREG Procedure
Chapter Summary
Learning More
References

Chapter 4 Moving Average Models

Introduction
Description of Moving Average (MA) Models
Identification of Moving Average Models with the ARIMA Procedure
Estimation of an MA(1) Model
Chapter Summary
Learning More
References

Chapter 5 Stationarity

Introduction
Description of Stationarity
Handling Nonstationarity
Testing for Stationarity
Differencing in the ARIMA Procedure
Chapter Summary
Learning More
References

Chapter 6 Modeling Higher Order Processes

Introduction
Higher Order AR(p) and MA(q) Models
ARMA(p,q) and ARIMA(p,d,q) Models
Chapter Summary
Learning More
References

Chapter 7 Modeling Seasonal Time Series Data

Introduction
Description of Seasonal Time Series Data
Identification of Seasonal Time Series Processes
Estimation of Models for Seasonal Time Series Data
Chapter Summary
Learning More
References

Chapter 8 Seasonal Adjustments to Time Series Data

Introduction
Description of the Seasonal Adjustment Process
Description of the X11 Procedure
An Example of Seasonal Adjustment with the X11 Procedure
Using the ARIMA Statement To Extend a Time Series
Chapter Summary
Learning More
References

Chapter 9 Modeling with Explanatory Variables

Introduction
Description of the Regression Model
Regression Models with Time Series Errors
Transfer Function Models
Intervention Models
Chapter Summary
Learning More
References

Chapter 10 Modeling and Forecasting Multivariate Time Series

Introduction
Description of State Space Modeling
Using the STATESPACE Procedure
Chapter Summary
Learning More
References

Chapter 11 Spectral Analysis

Introduction
Description of Spectral Analysis
Calculating Periodogram Ordinates and Spectral Density Estimates
Testing for White Noise
Chapter Summary
Learning More
References

Part 2 Time Series Forecasting

Chapter 12 Forecasting Using Autoregressive Models

Introduction
Description of the Forecasting Process
Forecasting with the AUTOREG Procedure
Forecasting with the ARIMA Procedure
Forecasting with the FORECAST Procedure
Chapter Summary
Learning More
References

Chapter l3 Forecasting with Exponential Smoothing and Moving Average Models

Introduction
Description of the Forecasting Process
Forecasting with Exponential Smoothing Models
Forecasting with Moving Average Models
Chapter Summary
Learning More
References

Chapter 14 Automatic Forecasting of Seasonal Processes

Introduction
Seasonal Forecasting Methods in the FORECAST Procedure
Forecasting Seasonal Time Series Processes
Chapter Summary
Learning More
References

Chapter 15 Advanced Forecasting of Seasonal Processes

Introduction
Description of Seasonal Forecasting Models
Forecasting Seasonal Processes with the ARIMA Procedure
Forecasting Seasonal Processes with the AUTOREG Procedure
Using the X11 Procedure for Seasonal Adjustment
Chapter Summary
Learning More
References

Part 3 Financial Reporting and Loan Analysis

Chapter 16 Printing Financial Reports

Introduction
Producing Financial Reports with the PRINT Procedure
Producing Financial Reports with the COMPUTAB Procedure
Other Approaches to Financial Reporting with SAS Software
Chapter Summary
Learning More
Reference

Chapter 17 Analyzing Loans

Introduction
Common Types of Loans
Analyzing Individual Fixed Rate Loans
Analyzing Individual Variable Rate Loans
Comparing Loans
Creating Output Data Sets from the LOAN Procedure
Formulas Used in the Calculations
Chapter Summary
Learning More
Reference

Part 4 Appendices

Appendix 1 Electricity Production Data (1972--1989)
Appendix 2 Critical Values of ~ and ~
Appendix 3 Critical Values for the Fisher-Kappa Test
Glossary
Index