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Introduction to Time Series Analysis and Forecasting
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Librairie Eyrolles - Paris 5e

Introduction to Time Series Analysis and Forecasting

Introduction to Time Series Analysis and Forecasting

Robert Yaffee, Monnie Mcgee

496 pages, parution le 15/03/2000


Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS. The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models and has brief discussions of ARCH and GARCH models. The book features treatments of forecast improvement with regression and autoregression combination models and model and forecast evaluation, along with a sample size analysis for common time series models to attain adequate statistical power. To enhance the book's value as a teaching tool, the data sets and programs used in the book are made available on the Academic Press Web site. The careful linkage of the theoretical constructs with the practical considerations involved in utilizing the statistical packages makes it easy for the user to properly apply these techniques.

Key Features:

  • Describes principal approaches to time series analysis and forecasting
  • Presents examples from public opinion research, policy analysis, political science, economics, and sociology
  • Free Web site contains the data used in most chapters, facilitating learning
  • Math level pitched to general social science usage
  • Glossary makes the material accessible for readers at all levels


  • Explains a variety of methods of time series analysis and forecasting for those with a basic backround in college mathematics
  • Gives criteria and means of evaluating models and forecasts
  • Shows that the more complex models are not always the most accurate
  • Explains methods that improve existing forecasts
  • Finds required sample sizes for adequate statistical power in common models
  • Teaches how to apply these techniques using SAS and SPSS
  • Examples from areas of topical interest in the social sciences--political science, sociology, economics, and policy analysis. Examinations include trends in international terrorism; electoral impact analysis; the background and impact of presidential scandals on public perceptions of job performance; the decline in defense and space spending; public trust in government

Caractéristiques techniques

Éditeur(s) Apress
Auteur(s) Robert Yaffee, Monnie Mcgee
Parution 15/03/2000
Nb. de pages 496
EAN13 9780127678702


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