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Practical Time Series Analysis Using SAS by Anders Milhøj

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Chapter 13: An Analysis of the Arctic Ice Coverage Series Using Unobserved Components

13.1 The Time Series

13.2 Aggregation to Yearly Averages

13.3 Aggregation to Monthly Averages

13.4 Aggregation to Weekly Averages

13.5 Aggregation to a Series Observed Every Second Day

13.6 Analysis of the Daily Series

13.7 Concluding Remarks

13.1 The Time Series

In this chapter, the idea of unobserved components models is applied to a series of observations of the total ice coverage in the Arctic Ocean. This series contains observations made every second day from November 1, 1978, to August 19, 1987. After that date, it contains observations made daily up to the end of 2007. The series is aggregated to many levels in order to demonstrate the various possibilities ...

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