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I am using SAS/ETS as my forecasting tool and I know there is a lot to learn in SAS/ETS.  Could anyone suggest good book(s) that use(s) SAS/ETS as tool in forecasting?  I do have the book  "SAS for forecasting time series" by Dr. Dickey but would like to know if there is any other good books on this.  Thanks so much.

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Bob Yaffee's Academic Press book from ten years ago (with Monnie McGee), "Time Series Analysis and Forecasting..." has some SAS examples in it. Full disclosure -- Yaffee's a friend of mine. It's a good book, but there are too many typographical errors. I have another book from SAS that's just examples of time series forecasting with ETS, but it's in storage right now, and I don't remember the title; I'm not sure whether SAS Press still offers it.

Of course, there are a lot of good books on Time Series that don't use SAS. I especially like "Modeling Financial Time Series with S-PLUS" by Zivot and Wang; even if you don't have S-PLUS, most of the code translates easily into R. I'll be very interested to see other responses to your query.


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