Look for PROC READCHICKENENTRAILS in ETS V9.3.

-----Original Message----- From: owner-sas-l@listserv.uga.edu [mailto:owner-sas-l@listserv.uga.edu] On Behalf Of Samuel Croker Sent: Tuesday, October 23, 2007 4:45 PM To: SAS-L@listserv.uga.edu Subject: Re: Time Series for Mortgage Data

Hi Surendar,

I found that this book was very helpful for me making the transition from switching from R to SAS (http://support.sas.com/publishing/bbu/companion_site/57275.html) for time series analysis and forecasting. I would recommend that you do what Sigurd suggested before diving into the data. Forecasting things that come even partly from human activities can be extremely difficult and sometimes it seems that reading chicken entrails might be more effective...

Good luck

Sam

On 10/23/07, Sigurd Hermansen <HERMANS1@westat.com> wrote: > Surendar: > For example, from simple to complex .... > http://recenter.tamu.edu/TGrande/vol7-3/1406.html > http://www.springerlink.com/content/q072357p32160747/ > http://goliath.ecnext.com/coms2/summary_0199-3074448_ITM > > S > -----Original Message----- > From: owner-sas-l@listserv.uga.edu > [mailto:owner-sas-l@listserv.uga.edu] > On Behalf Of surendar > Sent: Tuesday, October 23, 2007 3:12 PM > To: sas-l@uga.edu > Subject: Re: Time Series for Mortgage Data > > > Thank you Sigurd,Mathew > > Mathew other than these procedures anything else I have to look in > to.Like the assumption. > > Sigurd before I posted this question I searched for literature on > Mortgage which was a wild search never found anything and I am still > to do on prediction or forecating search.You talked about turning > points can you tell me more on that. > > Surendar > > On Oct 23, 11:29 am, HERMA...@WESTAT.COM (Sigurd Hermansen) wrote: > > Surendar: > > Let me suggest that you first review the literature on forecasting > > of market prices. In stock, real estate, and other highly > > competitive markets, current prices tend to reflect expectations of > > future prices. > > > Forecasting models predict better in hindsight than in prospect. > > > > The SAS/ETS licensed product has a wealth of documentation on-line. > > Once you have a basic understanding of the theoretical issues > > (serial correlation, stability, lagged error terms, etc.), > > introductory sections will help you understand which procedures > > would be appropriate. > > > > As many homeowners in the USA will attest today, forecasts based > > solely on historical observations can be dangerously misleading. > > Watch > > > for those turning points. Only the best forecasting models have a > > chance of forecasting turning points. S > > > > > > > > -----Original Message----- > > From: owner-sa...@listserv.uga.edu > > [mailto:owner-sa...@listserv.uga.edu] > > > > On Behalf Of surendar > > Sent: Tuesday, October 23, 2007 1:43 PM > > To: sa...@uga.edu > > Subject: Time Series for Mortgage Data > > > > hello, > > > > My dependent variable in Sale Value of Home and my IV variable > > would be both continuous and categorical. > > > > I cannot use general regression or GLM or mixed since the data is > > collected with respect to time. > > > > The data is collected since 1974.I want to predict the value of home

> > for the 2008 say. > > > > Can someone suggest a book.Example with SAS and SPSS > > > > Thanks- Hide quoted text - > > > > - Show quoted text - >

-- Samuel T. Croker Lexington, SC & Bethesda, MD