Learn Time Series Analysis: Free Materials for SAS Users

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  <span style="font-family: Arial; font-size: 100%;">1. An open source book(with data and code), <a href="http://statistik.mathematik.uni-wuerzburg.de/timeseries/index.php?id=preamble"><em>A First Course on Time Series Analysis: examples with SAS</em>, by Prof. Michael Falk</a>, is available in:</span><span style="font-size: 100%;"><br /> </span>
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  <span style="font-family: Arial; font-size: 100%;"><a href="http://statistik.mathematik.uni-wuerzburg.de/timeseries/"></p> 

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      http://statistik.mathematik.uni-wuerzburg.de/timeseries/
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      <span style="font-family: Arial; font-size: 100%;">2. A SAS User book, <a href="http://www.sas.com/apps/pubscat/bookdetails.jsp?catid=1&pc=55512"><em>Forecasting Examples for Business and Economics Using SAS </em>by B. Cohen</a> (another popular SAS User book for time series is <a href="http://www.sas.com/apps/pubscat/bookdetails.jsp?catid=1&pc=57275"><em>SAS for Forecasting Time Series</em> by John Brocklebank and David Dickey</a>), is example-driven approach. You can review and submit the codes to learn SAS for time series analysis in a comprehensive way&#8211;there are 30 examples available:</span><span style="font-size: 100%;"><br /> </span>
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          1. Forecasting an Autoregressive Progress<br /> 2. Forecasting a Moving Average Process<br /> 3. Forecasting a Seasonal Process<br /> 4. Seasonal Adjustment and Forecasting<br /> 5. Forecasting with Transfer Function Models<br /> 6. Forecasting with Intervention Models<br /> 7. Forecasting Multivariate Time Series<br /> 8. Preparing Time Series Data for Forecasting<br /> 9. Using Macros for Forecasting Tasks<br /> 10. Fitting and Forecasting a Linear Model by OLS<br /> 11. Testing Forecasting Models for Break Points with Chow Tests<br /> 12. Fitting and Forecasting Linear Models with Linear Restrictions<br /> 13. Fitting and Forecasting a Linear Model with an AR Error Correction<br /> 14. Fitting Linear Models with Heteroscedastic Error Terms<br /> 15. Fitting Linear Models with ARCH-GARCH Error Terms<br /> 16. Assessing Forecast Accuracy<br /> 17. Forecasting Using a Lagged Dependent Variable Model<br /> 18. Static and Dynamic Forecasting Using a Lagged Dependent Variable Model<br /> 19. Fitting and Forecasting Polynomial Distributed Lag Models<br /> 20. Fitting and Forecasting Restricted Polynomial Distributed Lag Models<br /> 21. Fitting and Forecasting a Linear System by SUR and ITSUR<br /> 22. Testing and Restricting Parameter Estimates in a Linear System Forecast<br /> 23. Producing Goodness-of-Fit Statistics for Forecasts of a Linear System o<br /> 24. Fitting a Linear System by Instrumental Methods<br /> 25. Linear System Diagnostics and Autoregressive Error Correction<br /> 26. Creating Forecast confidence Limits with Monte Carlo Simulation<br /> 27. Fitting and Forecasting a Nonlinear Model<br /> 28. Restricting and Testing Parameters of a Nonlinear Forecasting Model<br /> 29. Producing Forecasts Automatically Using the Time Series Forecasting Sys<br /> 30. Developing Forecasting Models Using the Time Series Forecasting System
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          <span style="font-family: Arial; font-size: 100%;">You can get the code with data and proc steps in SAS website:</span><span style="font-size: 100%;"><br /> </span>
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          <span style="font-family: Arial; font-size: 100%;"><a href="http://ftp.sas.com/samples/A55512"></p> 

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              http://ftp.sas.com/samples/A55512
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              <span style="font-family: Arial; font-size: 100%;">3. SAS/ETS User&#8217;s Guide and Procedure Guide in <a href="http://support.sas.com/documentation/index.html">SAS Product Documentation</a>:</span><span style="font-size: 100%;"><br /> </span>
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              <span style="font-family: Arial; font-size: 100%;"><a href="http://support.sas.com/documentation/onlinedoc/ets/index.html"></p> 

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                  http://support.sas.com/documentation/onlinedoc/ets/index.html
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