The TIMESERIES Procedure

References

  • Brockwell, P. J. and Davis, R. A. (1991), Time Series: Theory and Methods, 2nd Edition, New York: Springer-Verlag.

  • 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, FL: CRC Press.

  • Greene, W. H. (2000), Econometric Analysis, 4th Edition, Upper Saddle River, NJ: Prentice-Hall.

  • Hodrick, R. J. and Prescott, E. C. (1980), “Post-war U.S. Business Cycles: An Empirical Investigation,” Discussion Paper 451, Carnegie Mellon University.

  • Makridakis, S. G. and Wheelwright, S. C. (1978), Interactive Forecasting: Univariate and Multivariate Methods, 2nd Edition, San Francisco: Holden-Day.

  • Monro, D. M. and Branch, J. L. (1977), “Algorithm AS 117: The Chirp Discrete Fourier Transform of General Length,” Journal of the Royal Statistical Society, Series C, 26, 351–361.

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

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

  • Singleton, R. C. (1969), “An Algorithm for Computing the Mixed Radix Fast Fourier Transform,” IEEE Transactions on Audio and Electroacoustics, 17, 93–103.

  • Stoffer, D. S. and 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. G. (1973), Forecasting Methods for Management, 3rd Edition, New York: Wiley-Interscience.