Time Series Analysis: Forecasting & Control (3rd Edition) - Hardcover

Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C.

 
9780130607744: Time Series Analysis: Forecasting & Control (3rd Edition)
Hardcover
ISBN 10: 0130607746 ISBN 13: 9780130607744
Publisher: Prentice Hall, 1994

Synopsis

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.

From the Back Cover

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.

Publisher
Prentice Hall
Publication date
1994
Language
English
ISBN 10 
0130607746
ISBN 13 
9780130607744
Binding
Hardcover
Edition number
3
Number of pages
592

Other Popular Editions of the Same Title

9780470272848: Time Series Analysis: Forecasting and Control

Featured Edition

ISBN 10:  0470272848 ISBN 13:  9780470272848
Publisher: Wiley, 2008
Hardcover