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Time Series with SAS/IML

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Occasional Contributor
Posts: 13

Time Series with SAS/IML

Dr. Wicklin,  Do you have a go-to time series reference that includes IML implementation code?  I have Dickey's SAS for Forecasting Time Series but it is a bit dated and, frankly, I find it difficult to read.

I'd love for you to write a time series text specific to IML!  I am purchasing Milhoj's text "Practical Time Series Analysis Using SAS" today, but it appears to be limited to univariate time series.

If you have any suggestions, please let me know.

Thanks!


Brian

SAS Super FREQ
Posts: 3,390

Re: Time Series with SAS/IML

Sorry, I do not have a recommendation. Time series is not one of my areas of expertise, and I have no plans to write a book. Perhaps after you master the material, you can write the book that you wish for.

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