Multiple Time Series Modeling Using the SAS VARMAX Procedure Reviews

"For readers interested in understanding how to model multivariate time series using SAS PROC VARMAX, Multiple Time Series Modeling Using the SAS VARMAX Procedure is a wonderful book. Using a series of real data sets, the book clearly sets out the SAS code and the resulting output from PROC VARMAX. Detailed explanations of the output along with the reasoning for each model choice is provided in the text. I wholeheartedly recommend this book."

Simon Sheather
Professor and Academic Director MS (Analytics) Program
Department of Statistics
Texas A&M University

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