The TIMESERIES Procedure

References

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  • Cooley, J. W. and Tukey J. W. (1965), An Algorithm for the Machine Calculation of Complex Fourier Series, Mathematics of Computation, 19, 297–301.

  • Golyandina, N., Nekrutkin, V., and Zhigljavsky, A. (2001), Analysis of Time Series Structure SSA and Related Techniques, Boca Raton: CRC Press.

  • Greene, W. H. (1999), Econometric Analysis, Fourth Edition, New York: Macmillan.

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  • Makridakis, S. and Wheelwright, S.C. (1978), Interactive Forecasting: Univariate and Multivariate Methods, Second Edition, San Francisco: Holden-Day, 198–201.

  • Monro, D. M. and Branch, J. L. (1976), Algorithm AS 117. The Chirp Discrete Fourier Transform of General Length, Applied Statistics, 26, 351–361.

  • Priestley, M. B. (1981), Spectral Analysis and Time Series, New York: Academic Press Inc.

  • Pyle, D. (1999), Data Preparation for Data Mining, San Francisco: Morgan Kaufman Publishers, Inc.

  • Singleton, R. C. (1969), An Algorithm for Computing the Mixed Radix Fast Fourier Transform, I.E.E.E. Transactions of Audio and Electroacoustics, AU-17, 93–103.

  • 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.