Chapter 13
Simulating Data from Time Series Models
Contents
13.1 Overview of Simulating Data from Time Series Models
13.2 Simulating Data from Autoregressive and Moving Average (ARMA) Models
13.2.1 A Simple Autoregressive Model
13.2.2 Simulating AR(1) Data in the DATA Step
13.2.3 Approximating Sampling Distributions for the AR(1) Parameters
13.2.4 Simulating AR and MA Data in the DATA Step
13.2.5 Simulating AR(1) Data in SAS/IML Software
13.1 Overview of Simulating Data from Time Series Models
Many processes can be modeled with time series. Applications of time series modeling include forecasting demand for retail goods, predicting seasonal fluctuations ...
Get Simulating Data with SAS 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.
