STATISTICS 730: APPLIED TIME SERIES ANALYSIS, Fall 2004, Professor Dickey

HOMEWORK 9: U. S. Retail Sales

DIRECTIONS: Complete the following problems below. Show all of your work to receive credit. Make sure to include output from the SAS output window and graphs from the SAS graphics window WHEN YOU NEED TO SUPPORT YOUR ANSWERS!!!

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[1] Plot the DATA. Consider whether to model the data on the original or on the log scale. Briefly explain.

[2] Fit a seasonal model.

[3] Forecast 6 years (72 months) ahead.

[4] Plot the periodogram, the periodogram of residuals from linear trend, and the periodogram of the residuals from your final model.

[5] Turn in your COMPLETE SAS program from the enhanced editor window.

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LINKS: SAS Online Documentation