The TIMESERIES Procedure |
Greene, W.H. (1999), Econometric Analysis, Fourth Edition, New York: Macmillan.
Hodrick, R. and Prescott, E. (1980), "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Paper 451, Carnegie Mellon University.
Makridakis, S. and Wheelwright, S.C. (1978), Interactive Forecasting: Univariate and Multivariate Methods, Second Edition, San Francisco: Holden-Day, 198–201.
Pyle, D. (1999), Data Preparation for Data Mining, San Francisco: Morgan Kaufman Publishers, Inc.
Stoffer, D.S., Toloi, C.M.C. (1992), "A Note on the Ljung-Box-Pierce Portmanteau Statistic with Missing Data," Statistics and Probability Letters 13, 391–396.
Wheelwright, S.C. and Makridakis, S. (1973), Forecasting Methods for Management, Third Edition, New York: Wiley-Interscience, 123–133.
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.