Modeling Trend, Cycles, and Seasonality in Time Series Data Using PROC UCM
Business Knowledge Series course (Live Web)
Duration: 1
half-day session
Please note the System Requirements below.
Course fee: $300
EPTO units: 0.6
CEUs: 0.3
| |
|
 |
|
Presented by Rajesh Selukar, Ph.D., research statistician at SAS Institute
This lecture teaches students how to model, interpret, and predict time series data using UCMs. The UCM procedure analyzes and forecasts equally spaced univariate time series data using the Unobserved Components Models (UCM).
Learn how to
- analyze time series data using a novel class of models called the Unobserved Componenet Models (UCM)
- use the UCM procedure to find a suitable model for the series of interest, to obtain extensive model diagnostics, and to generate series forecasts and the forecasts of the constituent components
- get detailed understanding of the series dynamics by analyzing the plots of the estimated components.
Who should attend
Those who want to analyze time series data to uncover patterns such as trend, seasonal effects, and cycles using the latest techniques
Expand All
Collapse All
Print version
Course Materials
Students attend Live Web classes using a Web browser and a telephone and interact with
their instructor and fellow classmates in real time. Each student receives an e-mail
with instructions on how to join the class three business days before the class begins.
The instructions e-mail includes a link to download the course materials.
Students need to download and print the course materials prior to class.
System Requirements
Share Your Thoughts
Are there additional courses or topics you would like to see as Live Web classes?
Let us know by adding to our
Interest List.
This page was created using SAS software.
|