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Time Series Analysis Book

Time Series Analysis Book

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Published by: TraderCat Solaris on Jun 26, 2010
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A First Course onTime Series Analysis
Examples with SAS
Chair of Statistics, University of W¨urzburgFebruary 1, 2006
 
A First Course onTime Series Analysis— Examples with SAS
by Chair of Statistics, University of W¨urzburg.
Version 2006.Feb.01
Copyrightc
2006 Michael Falk.
Editors
Michael Falk, Frank Marohn, Ren´e Michel, Daniel Hof-mann, Maria Macke
Programs
Bernward Tewes, Ren´e Michel, Daniel Hofmann
Layout and Design
Peter DingesPermission is granted to copy, distribute and/or modify this document under theterms of the GNU Free Documentation License, Version 1.2 or any later versionpublished by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in thesection entitled ”GNU Free Documentation License”.SAS and all other SAS Institute Inc. product or service names are registered trade-marks or trademarks of SAS Institute Inc. in the USA and other countries. Windowsis a trademark, Microsoft is a registered trademark of the Microsoft Corporation.The authors accept no responsibility for errors in the programs mentioned of theirconsequences.
 
Preface
The analysis of real data by means of statistical methods with the aidof a software package common in industry and administration usuallyis not an integral part of mathematics studies, but it will certainly bepart of a future professional work.The practical need for an investigation of time series data is exempli-fied by the following plot, which displays the yearly sunspot numbersbetween 1749 and 1924. These data are also known as the Wolf orolfer (a student of Wolf) Data. For a discussion of these data andfurther literature we refer to Wei (1990), Example 5.2.5.Plot 1: Sunspot dataThe present book links up elements from time series analysis with a se-lection of statistical procedures used in general practice including the

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