Tag: ARCH

Learn Time Series Analysis: Free Materials for SAS Users

0. A gentle Introduction to Time Series Analysis, may serve as fast learning materials:

http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc4.htm

1. An open source book(with data and code), A First Course on Time Series Analysis: examples with SAS, by Prof. Michael Falk, is available in:

http://statistik.mathematik.uni-wuerzburg.de/timeseries/

2. A SAS User book, Forecasting Examples for Business and Economics Using SAS […]