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References in zbMATH (referenced in 35 articles , 1 standard article )

Showing results 21 to 35 of 35.
Sorted by year (citations)
  1. Shin, Key-Il; Kang, Hee-Jeong: A study on the effect of power transformation in the ARMA((p,q)) model (2001)
  2. Virili, Francesco; Freisleben, Bernd: Neural network model selection for financial time series prediction (2001)
  3. Razzaghi, Mehdi; Kodell, Ralph L.: Risk assessment for quantitative responses using a mixture model (2000)
  4. Mckenzie, C. R.; Kapuscinski, C. A.: Estimation in a linear model with serially correlated errors when observations are missing (1997)
  5. Tung, Y.-K.; Yeh, K.-C.; Yang, J.-C.: Regionalization of unit hydrograph parameters. I: Comparison of regression analysis techniques (1997)
  6. Venugopalan, R.; Prajneshu: A generalized allometric model for determining length-weight relationship (1997)
  7. Ermini, Luigi; Chang, Dongkoo: Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (1996)
  8. Mesak, Hani I.: Incorporating price, advertising and distribution in diffusion models of innovation: Some theoretical and empirical results (1996)
  9. Ramirez-Beltran, Nazario D.: A vector autoregressive model to predict hurricane tracks (1996)
  10. Choi, B.: On the covariance matrix estimators of the white noise process of a vector autoregressive model (1994)
  11. Shiba, Tsunemasa; Takeji, Yasuhiko: Asset price prediction using seasonal decomposition (1994)
  12. Wright, J. J.; Kydd, R. R.; Sergejew, A. A.: Autoregression models of EEG. Results compared with expectations for a multilinear near-equilibrium biophysical process (1990)
  13. Sastri, Tep: Sequential method of change detection and adaptive prediction of municipal water demand (1987)
  14. Holbert, Don; Son, Mun-Shig: Bootstrapping a time series model: Some empirical results (1986)
  15. Cook, Peyton: Bayesian autoregressive spectral analysis (1985)