an introduction to time series analysis and forecasting with applications of sas and spss

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1、IntroductiontoTimeSeriesAnalysisandForecastingwithApplicationsofSASandSPSSThisPageIntentionallyLeftBlankIntroductiontoTimeSeriesAnalysisandForecastingwithApplicationsofSASandSPSSRobertA.YaffeeStatisticsandSocialScienceGroupAcademicComputingServiceoftheInformationTechnolo

2、gyServicesNewYorkUniversityNewYork,NewYorkandDivisionofGeriatricPsychiatryStateUniversityofNewYorkHealthScienceCenteratBrooklynBrooklyn,NYwithMonnieMcGeeHunterCollegeCityUniversityofNewYorkNewYork,NewYorkACADEMICPRESS,INC.SanDiegoLondonBostonNewYorkSydneyTokyoTorontoCopy

3、rightPagegoeshereForLizandMikeThisPageIntentionallyLeftBlankContentsPrefacexvChapter1IntroductionandOverview1.1.Purpose11.2.TimeSeries21.3.MissingData31.4.SampleSize31.5.Representativeness41.6.ScopeofApplication41.7.StochasticandDeterministicProcesses51.8.Stationarity51.

4、9.MethodologicalApproaches71.10.Importance91.11.Notation91.11.1.Gender91.11.2.Summation101.11.3.Expectation111.11.4.LagOperator121.11.5.TheDifferenceOperator121.11.6.Mean-CenteringtheSeries12References13Chapter2ExtrapolativeandDecompositionModels2.1.Introduction15viiviii

5、Contents2.2.Goodness-of-FitIndicators152.3.AveragingTechniques182.3.1.TheSimpleAverage182.3.2.TheSingleMovingAverage182.3.3.CenteredMovingAverages202.3.4.DoubleMovingAverages202.3.5.WeightedMovingAverages222.4.ExponentialSmoothing232.4.1.SimpleExponentialSmoothing232.4.2

6、.Holt’sLinearExponentialSmoothing322.4.3.TheDampenedTrendLinearExponentialSmoothingModel382.4.4.ExponentialSmoothingforSerieswithTrendandSeasonality:Winter’sMethods392.4.5.BasicEvaluationofExponentialSmoothing432.5.DecompositionMethods452.5.1.ComponentsofaSeries452.5.2.T

7、rends462.5.3.Seasonality502.5.4.Cycles502.5.5.Background502.5.6.OverviewofX-11522.6.NewFeaturesofCensusX-1266References66Chapter3IntroductiontoBox–JenkinsTimeSeriesAnalysis3.1.Introduction693.2.TheImportanceofTimeSeriesAnalysisModeling693.3.Limitations703.4.Assumptions70

8、3.5.TimeSeries743.5.1.MovingAverageProcesses743.5.2.AutoregressiveProcesses763.5.3.ARMAProcesses773.5.4