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SAS Books - John C. Brocklebank Author Page

About John C. Brocklebank

John C. Brocklebank author photo Research and Development Director of Analytic Solutions at SAS, John C. Brocklebank joined SAS in 1981 and has been a SAS user since 1978. Dr. Brocklebank received his Ph.D. in statistics and mathematics from North Carolina State University in 1981. He is often invited to conferences to speak about time series and statistical methods.
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SAS for Forecasting Time Series, Third Edition  SAS® for Forecasting Time Series, Third Edition
By John C. Brocklebank, Ph.D., David A. Dickey and Bong Choi

Anticipated publication date: Third quarter 2017

In this third edition of the indispensable SAS for Forecasting Time Series, Brocklebank and Dickey show you how SAS performs univariate and multivariate time series analysis. Taking a tutorial approach, the authors focus on the procedures that most effectively bring results: the advanced procedures ARIMA, SPECTRA, STATESPACE, and VARMAX. They demonstrate the interrelationship of SAS/ETS procedures with a discussion of how the choice of a procedure depends on the data to be analyzed and the results desired. With this book, you will learn to model and forecast simple autoregressive (AR) processes using PROC ARIMA, and you will learn how to fit autoregressive and vector ARMA processes using the STATESPACE and VARMAX procedures. Other topics covered include detecting sinusoidal components in time series models, performing bivariate cross-spectral analysis, and comparing these frequency-based results with the time domain transfer function methodology.

By This Author

SAS for Forecasting Time Series, Second Edition book cover

SAS for Forecasting Time Series, Second Edition

By John C. Brocklebank and David A. Dickey

Table of Contents (PDF) Excerpt (PDF) Example Code and Data Reviews Buy now