A First Course on Time Series Analysis-Examples With Sas

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The present book links up elements from time series analysis with a se-
lection of statistical procedures used in general practice including the
statistical software package SAS (Statistical Analysis System). Conse-
quently this book addresses students of statistics as well as students of
other branches such as economics, demography and engineering, where
lectures on statistics belong to their academic training. But it is also
intended for the practician who, beyond the use of statistical tools, is
interested in their mathematical background. Numerous problems il-
lustrate the applicability of the presented statistical procedures, where
SAS gives the solutions. The programs used are explicitly listed and
explained. No previous experience is expected neither in SAS nor in a
special computer system so that a short training period is guaranteed.
This book is meant for a two semester course (lecture, seminar or
practical training) where the rst three chapters can be dealt with
in the rst semester. They provide the principal components of the
analysis of a time series in the time domain. Chapters 4, 5 and 6
deal with its analysis in the frequency domain and can be worked
through in the second term. In order to understand the mathematical
background some terms are useful such as convergence in distribution,
stochastic convergence, maximum likelihood estimator as well as a
basic knowledge of the test theory, so that work on the book can start
after an introductory lecture on stochastics. Each chapter includes
exercises. An exhaustive treatment is recommended. Chapter 7 (case
study) deals with a practical case and demonstrates the presented
methods. It is possible to use this chapter independent in a seminar
or practical training course, if the concepts of time series analysis are
already well understood.
Pages : 364 
Date of Publication : 20 March 2011
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