Practical Time Series Analysis Using SAS

Anders Milhøj’s Practical Time Series Analysis Using SAS explains and demonstrates through examples how you can use SAS for time series analysis. It offers modern procedures for forecasting, seasonal adjustments, and decomposition of time series that can be used without involved statistical reasoning. The book teaches, with numerous examples, how to apply these procedures with very simple coding. In addition, it also gives the statistical background for interested readers. Beginning with an introductory chapter that covers the practical handling of time series data in SAS using the TIMESERIES and EXPAND procedures, it goes on to explain forecasting, which is found in the ESM procedure; seasonal adjustment, including trading-day correction using PROC X12; and unobserved component models using the UCM procedure.

Table of Contents

Part 1: Time Series as a Subject for Analyses
Chapter 1: Time Series Data

Part 2: Time Series in SAS
Chapter 2: Datetime Variables in SAS
Chapter 3: Aggregation Using PROC TIMESERIES
Chapter 4: Interpolation Using PROC EXPAND

Part 3: Forecasting
Chapter 5: Exponential Smoothing of Nonseasonal Series
Chapter 6: Forecasting by Exponential Smoothing of Seasonal Series
Chapter 7: Exponential Smoothing versus Parameterized Models

Part 4: Seasonal Adjustments
Chapter 8: Basic Adjustments Using the Census X11 Method
Chapter 9: Additional Facilities in PROC X12

Part 5: Unobserved Components Models
Chapter 10: Models with Unobserved Components
Chapter 11: Analysis of Danish Fertility Using PROC UCM
Chapter 12: Analysis of US E-Commerce Using PROC UCM
Chapter 13: An Analysis of the Arctic Ice Coverage Series Using Unobserved Components