Time Series Modeling
CHAPTER 1 THE BASICS OF TIME SERIES ANALYSIS
WHAT IS A TIME SERIES?
OPENING A TIME SERIES DATA FILE
TREND, SEASONAL AND CYCLIC COMPONENTS
WHAT IS A TIME SERIES MODEL?
PURE VERSUS CAUSAL TIME SERIES MODELS
INTERVENTIONS
EXPONENTIAL SMOOTHING ARIMA
DATA REQUIREMENTS
CHAPTER 2 STARTING TIME SERIES ANALYSIS
DEFINING THE PERIODICITY OF A TIME SERIES
DATA REQUIREMENTS FOR TIME SERIES MODELS
HOW OFTEN SHOULD TIME SERIES DATA BE COLLECTED
DEFINING DATES AND DISPLAYING TIME SERIES DATA IN SPSS
DEALING WITH MISSING VALUES
THE SEQUENCE CHART
CHAPTER 3 SMOOTHING TIME SERIES DATA
PLOTTING THE ORIGINAL SERIES
MOVING AVERAGES
ROBUST SMOOTHING
COMPARING THE SMOOTHERS
CHAPTER 4 LOOKING FOR OUTLIERS
LOOKING AT THE SERIES
THE FERTILITY RATE SERIES
OBTAINING THE SMOOTHER AND DIFFERENCES
CHAPTER 5 AUTOMATIC FORECASTING WITH TIME SERIES MODELER
DEVELOPING A FORECASTING MODEL
FIT AND ERROR
EXPERT MODELER
DEFINING DATES
CREATING A MODEL : EXAMINING THE RESULTS
CHAPTER 6 MEASURING MODEL PERFORMANCE
MEASURES OF MODEL PERFORMANCE
ANALYZING THE MODEL ERROR ON A SEQUENCE CHART
FIT STATISTICS
AUTOCORRELATION
TESTING FOR NORMALITY OF RESIDUALS
SPLITTING THE SAMPLE INTO ESTIMATION AND FORECASTING SUB-SAMPLES
TRUE FORECASTING WITH THE MODEL
CHAPTER 7 FITTING A SIMPLE CURVE TO TIME SERIES DATA
ASSUMPTIONS OF REGRESSION ANALYSIS
SIMPLE TIME SERIES REGRESSION
OTHER CURVE ESTIMATION MODELS
COMPARING MODEL PERFORMANCE
ANALYZING MODEL ERRORS ON A SEQUENCE CHART
NORMALITY OF ERRORS
CHECKING FOR AUTOCORRELATION
FIT STATISTICS
CONCLUSIONS WHEN COMPARING MODEL PERFORMANCE
FORECASTING WITH THE GROWTH MODEL
VIEWING FORECASTS ON A SEQUENCE CHART
EVALUATION OF CURVE ESTIMATION
CHAPTER 8 TIME SERIES REGRESSION
TIME SERIES ANALYSIS WITH REGRESSION
EXPLORATORY ANALYSIS
MULTIPLE LINEAR REGRESSION TIME SERIES MODEL
TESTING THE MODEL
DIFFERENCING THE NUMBER OF VISITORS
REGRESSION MODEL WITH DIFFERENCED VISITORS
FORECASTING WITH REGRESSION
CHAPTER 9 EXPONENTIAL SMOOTHING MODELS
INTRODUCTION TO EXPONENTIAL SMOOTHING
TYPES OF EXPONENTIAL SMOOTHING
RECOMMENDED APPROACH TO MODELING
AN ANALYSIS WITH EXPERT MODELER
EXAMINING THE RESULTS
CREATING A CUSTOM MODEL
FORECASTING WITH EXPONENTIAL SMOOTHING
MODEL VALIDATION WITH FUTURE DATA
CHAPTER 10 ARIMA MODELS
WHAT IS ARIMA?
ARIMA MODELING
IDENTIFYING THE TYPE OF ARIMA MODEL
IDENTIFYING AN ARIMA MODEL IN PRACTICE
IDENTIFYING AN ARIMA MODEL FOR U.S. UNEMPLOYMENT RATE
ESTIMATING THE ARIMA MODEL
EXAMINING THE RESULTS
USING EXPERT MODELER TO FORECAST U.S. UNEMPLOYMENT RATE
SPECIFYING AN ARIMA MODEL IN SYNTAX
CHAPTER 11 APPLYING TIME SERIES MODELS
APPLYING A MODEL TO THE PARCEL SERIES
PREDICTIONS FOR THE PARCEL SERIES
FORECASTING U.S. UNEMPLOYMENT RATE
RE-ESTIMATING THE MODEL WITH 2004 DATA
CHAPTER 12 SEASONAL DECOMPOSITION
WHAT IS SEASONAL DECOMPOSITION?
WHICH METHOD OF SEASONAL DECOMPOSITION SHOULD YOU USE?
THE MAIN USES OF SEASONAL DECOMPOSITION
SEASONAL DECOMPOSITION (MULTIPLICATIVE)
BRIEF APPRAISAL OF SEASONAL DECOMPOSITION
CHAPTER 13 MODELING SEASONALITY
EXPLORING THE MILK PRODUCTION DATA
IDENTIFYING THE ARIMA MODEL
ESTIMATING THE ARIMA MODEL
RESULTS FOR ARIMA(1,1,1)(0,1,1) MODEL
BUILDING THE MODEL
EXAMINING THE RESULTS FROM EXPERT MODELER
FIT COMMAND WITH ARIMA MODELS
MODELING SEASONALITY WITH EXPONENTIAL SMOOTHING
CHAPTER 14 OUTLIERS DETECTION
OUTLIERS IN TIME SERIES
TYPES OF OUTLIERS
OUTLIERS IN THE U.S. UNEMPLOYMENT RATE SERIES
FITTING A MODEL WITHOUT OUTLIER DETECTION
FITTING A MODEL WITH OUTLIER DETECTION
A SERIES WITH MULTIPLE OUTLIERS
CHAPTER 15 INTERVENTION ANALYSIS
INTERVENTIONS IN TIME SERIES
MODELING THE EFFECT OF A U.K. SEAT BELT LAW
NAÏVE MODEL: CLASSICAL REGRESSION
USING EXPERT MODELER TO FIT AN INTERVENTION
FITTING THE INTERVENTION MANUALLY
CHAPTER 16 TRANSFER FUNCTIONS
WHAT IS A TRANSFER FUNCTION?
A BUSINESS EXAMPLE
DETERMINING THE DELAY TERM
PREDICTING SALES WITH LEAD WITH ARIMA
MODEL COMPARISONS
MAKING FORECASTS WITH TRANSFER FUNCTION MODELS
CHAPTER 17 AUTOMATIC FORECASTING IN A PRODUCTION SETTING
FORECASTING BROADBAND USAGE IN SEVERAL MARKETS
MODELS OUTPUT
APPLYING MODELS TO SEVERAL SERIES
