TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 33

SAS/Ets User's Guide 33. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 312 F Chapter 7 The ARIMA Procedure Output Airline Model with Outliers SERIES A Chemical Process Concentration Readings The ARIMA Procedure Outlier Detection Summary Maximum number searched Number found Significance used 3 3 Outlier Details Approx Chi- Prob Obs Type Estimate Square ChiSq 135 Additive 62 Additive 29 Additive The output shows that a few outliers still remain to be accounted for and that the model could be refined further. References F 313 References Akaike H. 1974 A New Look at the Statistical Model Identification IEEE Transaction on Automatic Control AC-19 716-723. Anderson T. W. 1971 The Statistical Analysis of Time Series New York John Wiley Sons. Andrews and Herzberg 1985 A Collection of Problems from Many Fields for the Student and Research Worker New York Springer-Verlag. Ansley C. 1979 An Algorithm for the Exact Likelihood of a Mixed Autoregressive MovingAverage Process Biometrika 66 59. Ansley C. and Newbold P 1980 Finite Sample Properties of Estimators for Autoregressive Moving-Average Models Journal of Econometrics 13 159. Bhansali R. J. 1980 Autoregressive and Window Estimates of the Inverse Correlation Function Biometrika 67 551-566. Box G. E. P. and Jenkins G. M. 1976 Time Series Analysis Forecasting and Control San Francisco Holden-Day. Box G. E. P. Jenkins G. M. and Reinsel G. C. 1994 Time Series Analysis Forecasting and Control Third Edition Englewood Cliffs NJ Prentice Hall 197-199. Box G. E. P. and Tiao G. C. 1975 Intervention Analysis with Applications to Economic and Environmental Problems JASA 70 70-79. Brocklebank J. C. and Dickey D. A. 2003 SAS System for Forecasting Time Series Second Edition Cary North Carolina SAS Institute Inc. Brockwell P. J. and Davis R. A. 1991 Time Series Theory and Methods Second Edition New York Springer-Verlag. Chatfield C. 1980 Inverse Autocorrelations Journal of the Royal Statistical Society A142 363-377. Choi ByoungSeon .

• Tài chính doanh nghiệp
• Hướng dẫn sử dụng SAS ETS
• các mô hình phân tích tài chính
• báo cáo tài chính
• phân tích đầu tư
• phân tích tính khả dụng các khoản đầu tư