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Easytoread and comprehensive, this book shows how the SAS System performs multivariate time series analysis and features the advanced SAS procedures STATSPACE, ARIMA, and SPECTRA. The interrelationship of SAS/ETS procedures is demonstrated with an accompanying discussion of how the choice of a procedure depends on the data to be analysed and the reults desired. Other topics covered include detecting sinusoidal components in time series models and performing bivariate corrspectral analysis and comparing the results with the standard transfer function methodology. The authors? unique approach to integrating students in a variety of disciplines and industries. Emphasis is on correct interpretation of output to draw meaningful conclusions. The volume, copubished by SAS and JWS, features both theory and practicality, and accompanies a soontobe extensive library of SAS handson manuals in a multitude of statistical areas. The book can be used with a number of hardwarespecific computing machines including CMS, Mac, MVS, Opem VMS Alpha, Opmen VMS VAX, OS/390, OS/2, UNIX, and Windows.
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