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.
"synopsis" may belong to another edition of this title.
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.
"About this title" may belong to another edition of this title.
FREE shipping within U.S.A.
Destination, rates & speedsSeller: Better World Books, Mishawaka, IN, U.S.A.
Condition: Good. 3rd. Used book that is in clean, average condition without any missing pages. Seller Inventory # 9719502-6
Quantity: 2 available
Seller: Reliant Bookstore, El Dorado, KS, U.S.A.
Condition: acceptable. This book is a well used but readable copy. Integrity of the book is still intact with no missing pages. May have notes or highlighting. Cover image on the book may vary from photo. Ships out quickly in a secure plastic mailer. Seller Inventory # RDV.0130607746.A
Quantity: 1 available
Seller: HPB-Red, Dallas, TX, U.S.A.
hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_428660932
Quantity: 1 available
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Hardcover. Condition: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.92. Seller Inventory # G0130607746I3N01
Quantity: 1 available
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.92. Seller Inventory # G0130607746I3N00
Quantity: 1 available
Seller: Arches Bookhouse, Portland, OR, U.S.A.
Hardcover. Condition: VERY GOOD. Seller Inventory # 504053
Quantity: 1 available
Seller: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., Japan
Hardcover. Condition: Good. No Jacket. 3rd ed. xvi, 598 p., 3rd ed. Seller Inventory # GU5584
Quantity: 1 available
Seller: BennettBooksLtd, North Las Vegas, NV, U.S.A.
hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-0130607746
Quantity: 1 available
Seller: thebookforest.com, San Rafael, CA, U.S.A.
Condition: New. Well packaged and promptly shipped from California. US veteran operated. Seller Inventory # 1LAGBP001WKJ
Quantity: 1 available