[SpringerBriefs in Statistics] Time Series Analysis Using SAS Enterprise Guide ||

"This is the first book to present time series analysis using the SAS Enterprise Guide software. It includes some starting background and theory to various time series analysis techniques, and demonstrates the data analysis process and the final results via step-by-step extensive illustrations of the SAS Enterprise Guide software. This book is a practical guide to time series analyses in SAS Enterprise Guide, and is valuable resource that benefits a wide variety of sectors." -- Prové de l'editor Preface Contents 1 Introduction 1.1 Purpose 1.2 Significance of Time Series 1.3 Introduction to SAS EG 1.3.1 Getting Started with SAS EG 1.3.2 Data Input 1.4 Moving Forward References 2 Basic Statistics and Regression Models 2.1 Basic Statistics 2.1.1 Data Types 2.1.2 Numerical Measures 2.2 Normality Tests 2.2.1 Shapiro-Wilk Test 2.2.2 Kolmogorov-Smirnov Test 2.2.3 Numerical Example 2.3 Transforming Data 2.3.1 z-scores 2.3.2 Numerical Example 2.4 Simple Linear Regression 2.4.1 Fitting Model Parameters 2.4.2 Checking Model Assumptions 2.4.3 Numerical Example 2.5 Multiple Linear Regression 2.5.1 Fitting Model Parameters 2.5.2 Checking Model Assumptions 2.5.3 Numerical Example References 3 Basic Forecasting 3.1 Descriptive Analysis 3.2 Smoothing Methods 3.2.1 Numerical Example References 4 ARIMA Modelling and Forecasting 4.1 Auto-Regressive (AR) Model 4.2 Moving Average (MA) Model 4.3 Auto-Regressive Moving Average (ARMA) Model 4.4 Steps in ARIMA Modelling 4.4.1 Numerical Example References 5 Regression Analysis with Autoregressive Errors 5.1 Static Time Series Models 5.1.1 Trends and Seasonality 5.1.2 Numerical Example 5.2 Regression Models Involving Serial Correlation 5.2.1 Numerical Example Reference 6 Regression Analysis of Panel Data 6.1 Panel Data 6.2 Fixed Effects 6.2.1 Numerical Example 6.3 Random Effects 6.3.1 Numerical Example 6.4 Parks Method 6.4.1 Numerical Example References Appendix A.1 List of Data Sets Used in the Book A.2 List of SAS Online Examples Glossary Bibliography