ABSTRACT

In this and the next three chapters we apply the models and methods discussed in the previous chapters to time series from several disparate fields of study. This chapter and Chapters 5 and 6 develop individual detailed case studies. Chapter 7 describes preliminary analyses for a large number of additional series. Each of the detailed applications is designed to develop and illustrate particular aspects of times series analysis and forecasting, though there are, of course, features common to all. The first application (this chapter) derives from commerce and is concerned with forecasting transformed sales series. The second application (Chapter 5), again from commerce, is concerned with forecasting market share and assessing the importance of possible explanatory factors. The third application (Chapter 6) is an examination of sociological data, an investigation of the numbers of marriages in Greece. In contrast to the two previous applications this study focuses on time series analysis rather than forecasting. Points of special interest are a long term periodic effect and comparison of regional patterns. Chapter 7 contains a series of short descriptions of additional data sets with suggestions for possible analyses. The series are drawn from areas includ­ ing environmental studies (water quality analysis, zooplankton/nutrient analysis, zooplankton/ phytoplankton analysis), commerce (housing starts and sales, advertising outlay and sales, cigarette consumption), sociology (numbers of live births, numbers of U.K. marriages), energy consumption, finance (exchange rates), and medicine. All o f the data sets are included on the accompanying program diskette.