Time Series Analysis Forecasting and Control
- Binding: Hardcover
- Edition: 3
- Publisher: Prentice Hall
- Publish date: 02/01/1994
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.
Expand description
Product notice
Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
Seller | Condition | Comments | Price |
BookReadingInc
|
Acceptable
|
$68.57
|
BookReadingInc
|
Good
|
$78.75
|
|
h&hbooks24
Good
|
$57.75
|
readmybooks
|
Acceptable |
$67.90
|
readmybooks
|
Good |
$77.97
|
|
GridFreed
New |
$223.58
|
Please Wait