Transfer Functions & ARIMA

[Esther Philip]

Is there a book out there that would help me understand and use SPSS
transfer functions correctly.

I reviewed the SPSSX-L Archives and one of the messages from a couple of
years ago indicated that Yaffe's book would be a good one. I went to
Amazon and one of the customer reviews of the book said "This textbook has
been useful for my work (using SAS) on interrupted time series analysis.
Fairly useful examples, but very few examples using transfer functions,
which is my interest."

Before I pick up Yaffee's book ($82), I was wondering if there were any
other resources that you think would be useful to me (I have bought the
book by Lon-Mu Liu on Time Series Analysis and Forecasting).

If anyone has a distilled explanation on the topic ...that would be
appreciated as well.

Thanks!!

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[Ornelas, Fermin-2]

Yaffe's book has both codes in SAS and SPSS, my used edition has many errors. It does a decent explanation and interpretation of the examples but as you mention it I do not recall examples on transfer functions. However, the SAS manuals have some modeling examples using transfer functions and some useful explanations for ARIMA modeling. You should be able to look at the manuals at some university sites. Thomas Fomby at SMU also has some useful notes but geared to SAS.

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Esther Philip
Sent: Wednesday, March 04, 2009 12:54 PM
To: [hidden email]
Subject: Transfer Functions & ARIMA

Is there a book out there that would help me understand and use SPSS
transfer functions correctly.

I reviewed the SPSSX-L Archives and one of the messages from a couple of
years ago indicated that Yaffe's book would be a good one. I went to
Amazon and one of the customer reviews of the book said "This textbook has
been useful for my work (using SAS) on interrupted time series analysis.
Fairly useful examples, but very few examples using transfer functions,
which is my interest."

Before I pick up Yaffee's book ($82), I was wondering if there were any
other resources that you think would be useful to me (I have bought the
book by Lon-Mu Liu on Time Series Analysis and Forecasting).

If anyone has a distilled explanation on the topic ...that would be
appreciated as well.

Thanks!!

=====================
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[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD


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[David Greenberg]

Look at Richard McCleary and Richard A. hay, Jr., APPLIED TIME SERIES ANALYSIS FOR THE SOCIAL SCIENCES (Sage Publications, 1980). David Greenberg, Sociology Department, New York University

----- Original Message -----
From: Esther Philip <[hidden email]>
Date: Wednesday, March 4, 2009 3:13 pm
Subject: Transfer Functions & ARIMA
To: [hidden email]

> Is there a book out there that would help me understand and use SPSS
> transfer functions correctly.
>
> I reviewed the SPSSX-L Archives and one of the messages from a couple
> of
> years ago indicated that Yaffe's book would be a good one. I went to
> Amazon and one of the customer reviews of the book said "This textbook
> has
> been useful for my work (using SAS) on interrupted time series analysis.
> Fairly useful examples, but very few examples using transfer functions,
> which is my interest."
>
> Before I pick up Yaffee's book ($82), I was wondering if there were any
> other resources that you think would be useful to me (I have bought the
> book by Lon-Mu Liu on Time Series Analysis and Forecasting).
>
> If anyone has a distilled explanation on the topic ...that would be
> appreciated as well.
>
> Thanks!!
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
> SIGNOFF SPSSX-L
> For a list of commands to manage subscriptions, send the command
> INFO REFCARD

=====================
To manage your subscription to SPSSX-L, send a message to
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