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which book for time series using SAS/ETS
Hi, all:
I am using SAS/ETS for my job and I would love to have your opinions on which books are good for SAS users on time series. Thank you very much.
I am using SAS/ETS for my job and I would love to have your opinions on which books are good for SAS users on time series. Thank you very much.
Replies to This Discussion
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Permalink Reply by Paul Wilson on -
There is a SAS for Forecasting Time Series book written by David Dickey, one of world's leading experts on time series (co-creator of Dickey-Fuller test).
I find it a bit too mathematical for my taste as I prefer to focus on practical aspects and interpretation of results.
There is also a nice chapter on Time Series in Using Multivariate Statistics book by Tabachnick and Fidel.
As an added bonus, they have included some new chapters in the book, excluded Time Series one from the printed version and made it available for download on their web site.
Here's the link: http://wps.ablongman.com/wps/media/objects/2829/2897573/ch18.pdf
Other than that, I've used SAS/ETS Software: Time Series Forecasting system which talks about the SAS/ETS point and click system.
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