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Time Series with SAS/IML

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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.



Posts: 4,239

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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