The TIMESERIES Procedure

References

  • Brockwell, P. J., and Davis, R. A. (1991). Time Series: Theory and Methods. 2nd ed. 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 ed. 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 ed. 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 ed. New York: Wiley-Interscience.