Stock Market Analysis Using the SAS System: Technical Analysis
Credits
Creating, Printing, Plotting, and Analyzing Data Sets
Introduction
Working with Data Sets
Plotting Data
Creating High-Resolution Plots
Analyzing Data
Creating and Using Macros
Summary
Learning More
References
Estimating Trendlines
Introduction
Identifying Series Components
Smoothing Time-Series Data with Moving Averages
Creating Moving Averages with PROC MACONTROL
Summary
Learning More
References
Modeling and Forecasting Time-Series Data
Introduction
Using PROC FORECAST to Model and Forecast
Box-Jenkins Methods for Time-Series Models
Preliminary Steps Prior to Estimation
Using PROC ARIMA to Model and Forecast
Using the PROC ARIMA Forecasts
Summary
Learning More
References
Generating Trading Signals with Crossover Models
Introduction
Constructing Crossover Models
Using the Oscillator Form of Crossover Models
Using Banded Moving Averages
Summary
Learning More
References
Calculating Indicators
Introduction
Creating Advancing and Declining Stock Indicators
Calculating Volume Indicators
Calculating Price Indicators
Creating Complex Indicators of Price and Volume Data
Safety Precautions for Using Indicators
Summary
Learning More
References
AMEX Data
DJIA Monthly Data
COMEX Gold Price Data
Glossary
Index