SAS for Forecasting Time Series Reviews

"This second edition of a 1986 publication contains additions that update this book with advances in time series forecasting. New topics include the Augmented Dickey-Fuller test, the model identification methods ESACF, SCAN and MINIC, unequal variances in time series models, and cointegration. The revisions and reorganization to chapter seven, Spectral Analysis, improve readability and comprehension. The addition of the final chapter, 'Data Mining and Forecasting', provides an introduction to the menu driven Time Series Forecasting System.

SAS users who model and forecast time series data should add this book to their collection, including owners of the first edition."

Barry A. Evans, Ph.D.
Manager, Forecasting GlaxoSmithKline

"Drs. Brocklebank and Dickey have not only done a great job of explaining how to use SAS in forecasting time series, but have also written a good practitioner's text illustrating perils and pitfalls and how to detect them. The authors start at ground zero with illustrated explanations and build to more difficult concepts in a logical progression. For the SAS enthusiast, there is a wealth of SAS code, followed by the SAS output from that code and an abundance of graphs to illustrate what is being seen. If you need a review of time series forecasting or an understanding of how SAS treats time series forecasting, this would be a good book to have on your shelf."

Dr. Alex K. Thompson
Senior Statistician

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