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SPSS® 12.0 Command Syntax Reference

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<strong>Reference</strong>s<br />

ARIMA 161<br />

Akaike, H. 1974. A new look at the statistical model identification. IEEE Transaction on Automatic<br />

Control AC-19: 716–723.<br />

Box, G. E., and G. C. Tiao. 1975. Intervention analysis with applications to economic and environmental<br />

problems. Journal of the American Statistical Association 70: 70–79.<br />

Cryer, J. D. 1986. Time series analysis. Boston: Duxbury Press.<br />

Harvey, A. C. 1981. The econometric analysis of time series. Oxford: Philip Allan.<br />

Harvey, A. C. 1981. Time series models. Oxford: Philip Allan.<br />

Kohn, R., and C. Ansley. 1985. Regression algorithm. Biometrika 81: 751–761.<br />

Kohn, R., and C. Ansley. 1986. Estimation, prediction, and interpolation for ARIMA models with<br />

missing data. Journal of the American Statistical Association 81: 751–761.<br />

McCleary, R., and R. A. Hay. 1980. Applied time series analysis for the social sciences. Beverly<br />

Hills, Calif.: Sage Publications.<br />

Melard, G. 1984. A fast algorithm for the exact likelihood of autoregressive-moving average models.<br />

Applied Statistics 33(1): 104–119.<br />

Schwartz, G. 1978. Estimating the dimensions of a model. Annals of Statistics 6: 461–464.

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