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1、AFirstCourseonTimeSeriesAnalysisExampleswithSASChairofStatistics,UniversityofWurzburg¨August1,2012AFirstCourseonTimeSeriesAnalysis
2、ExampleswithSASbyChairofStatistics,UniversityofW•urzburg.Version2012.August.01Copyright©2012MichaelFalk.EditorsMichaelFalk1,FrankMarohn1,ReneMichel2,Dan
3、ielHofmann,MariaMacke,ChristophSpachmann,StefanEnglert3ProgramsBernwardTewes4,ReneMichel2,DanielHofmann,ChristophSpachmann,StefanEnglert3LayoutandDesignPeterDinges,StefanEnglert31InstituteofMathematics,UniversityofW•urzburg2AltranCIS3InstituteofMedicalBiometryandInformatics,Universi
4、tyofHeidelberg4UniversityComputerCenteroftheCatholicUniversityofEichst•att-IngolstadtPermissionisgrantedtocopy,distributeand/ormodifythisdocumentunderthetermsoftheGNUFreeDocumentationLicense,Version1.3oranylaterversionpublishedbytheFreeSoftwareFoundation;withnoInvariantSections,noFro
5、nt-CoverTexts,andnoBack-CoverTexts.Acopyofthelicenseisincludedinthesectionentitled"GNUFreeDocumentationLicense".SASandallotherSASInstituteInc.productorservicenamesareregisteredtrade-marksortrademarksofSASInstituteInc.intheUSAandothercountries.Windowsisatrademark,Microsoftisaregistere
6、dtrademarkoftheMicrosoftCorporation.Theauthorsacceptnoresponsibilityforerrorsintheprogramsmentionedoftheirconsequences.PrefaceTheanalysisofrealdatabymeansofstatisticalmethodswiththeaidofasoftwarepackagecommoninindustryandadministrationusuallyisnotanintegralpartofmathematicsstudies,bu
7、titwillcertainlybepartofafutureprofessionalwork.Thepracticalneedforaninvestigationoftimeseriesdataisexempli- edbythefollowingplot,whichdisplaystheyearlysunspotnumbersbetween1749and1924.ThesedataarealsoknownastheWolforW•olfer(astudentofWolf)Data.Foradiscussionofthesedataandfurtherlite
8、raturewerefertoWeiandReilly(1989),Example6.2.5.Plot1:SunspotdataThepresentbooklinksupelementsfromtimeseriesanalysiswithase-lectionofstatisticalproceduresusedingeneralpracticeincludingtheivstatisticalsoftwarepackageSAS(StatisticalAnalysisSystem).Conse-quentlythisbookaddressesstudentso
9、fstatisticsa
