About This Book

What Does This Book Cover?

Starting from basics, this book shows you methods for modeling data taken over time—both univariate and multivariate. From the well-known ARIMA models to unobserved components, this book discusses and illustrates with engaging examples statistical methods that range from simple to complicated. Many of the newer methods are variations on the basic ARIMA structures, and the links are discussed where appropriate.

Unique to this book is its pragmatism. It bridges a gap between books on theoretical mathematical developments and books that provide only a high-level overview of applications. This book gives you the statistical underpinnings and the SAS applications that empower you to put the methods into practice. ...

Get SAS for Forecasting Time Series, Third Edition, 3rd Edition now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.