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  • ISBN: 9780130607744
  • ISBN10: 0130607746

Time Series Analysis Forecasting and Control

by Gwilym M. Jenkins

  • List Price: $125.80
  • Binding: Hardcover
  • Edition: 3
  • Publisher: Prentice Hall
  • Publish date: 02/01/1994
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Description: This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application --forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, " such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models" and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models" and their estimation based on regression-time series model methods.
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Sewn binding. Cloth over boards. 598 p. Forecasting & Control. Audience: General/trade.
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