Historical series analysis
Aims
The aim of the course is to provide an introduction to temporal data analysis techniques via the presentation of the theory relating to the study of historical series and practice sessions using the SAS Time Series Forecasting System application.
Who should attend
Statistical analysts, data mining experts, business users.
Prerequisites
Basic experience in the use of the SAS language and multi-varied analysis statistical techniques.
Course outline
- Stochastic processes: definition and properties
- White-noise processes
- Stochastic process features identification tools
- Estimates
- Tests
- SAS Time Series Forecasting System use
- Use of classic estimate methods
- Exponential Smoothing
- ARMA Models
- ARIMA Models
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Other Models
Duration
The duration of the course is 2 days.