SAS for Forecasting Time Series, Third Edition, 3rd Edition

Chapter 1: Overview of Time Series

1.1 Introduction

1.2 Analysis Methods and SAS/ETS Software

1.2.1 Options

1.2.2 How SAS/ETS Procedures Interrelate

1.3 Simple Models: Regression

1.3.1 Linear Regression

1.3.2 Highly Regular Seasonality

1.3.3 Regression with Transformed Data

1.1 Introduction

This book deals with data collected at equally spaced points in time. The discussion begins with a single observation at each point. It continues with k series being observed at each point, and then they are analyzed together in terms of their interrelationships.

One of the main goals of univariate time series analysis is to forecast future values of the series. For multivariate series, relationships among component series, as well as forecasts of these components, ...