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The TIMESERIES Procedure


Brockwell, P. J. and Davis, R. A. (1991), Time Series: Theory and Models, Second Edition, New York: Springer-Verlag, 362–365.

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: CRC Press.

Greene, W. H. (1999), Econometric Analysis, Fourth Edition, New York: Macmillan.

Hodrick, R. and Prescott, E. (1980), "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Paper 451, Carnegie Mellon University.

Makridakis, S. and Wheelwright, S.C. (1978), Interactive Forecasting: Univariate and Multivariate Methods, Second Edition, San Francisco: Holden-Day, 198–201.

Monro, D. M. and Branch, J. L. (1976), "Algorithm AS 117. The Chirp Discrete Fourier Transform of General Length," Applied Statistics, 26, 351–361.

Priestley, M. B. (1981), Spectral Analysis and Time Series, New York: Academic Press Inc.

Pyle, D. (1999), Data Preparation for Data Mining, San Francisco: Morgan Kaufman Publishers, Inc.

Singleton, R. C. (1969), "An Algorithm for Computing the Mixed Radix Fast Fourier Transform," I.E.E.E. Transactions of Audio and Electroacoustics, AU-17, 93–103.

Stoffer, D. S., 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. (1973), Forecasting Methods for Management, Third Edition, New York: Wiley-Interscience, 123–133.

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