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SAS Books - David A. Dickey Author Page

About David A. Dickey

David A. Dickey author photo Dr. Dickey is Professor of Statistics at North Carolina State University, where he teaches graduate courses in statistical methods and time series. An accomplished SAS user since 1976 and a prolific author, Dr. Dickey is the co-inventor of the Dickey-Fuller test used in SAS/ETS software. He received his Ph.D. in statistics from Iowa State University in 1976. He is a fellow of the American Statistical Association and a member of the Institute of Mathematical Statistics.
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  • SAS Press Authors Spotlight -
    David Dickey

    Coming Soon!
    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 publications date: Fourth 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