Applied Time Series Analysis: A Practical Guide to Modeling and Forecasting

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

• Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail
• Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study
• Covers both univariate and multivariate techniques in one volume
• Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R
• Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices
• Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples

Terence Mills is Professor of Applied Statistics and Econometrics at Loughborough University and has well over 200 publications, beginning in 1977 with a paper in the European Economic Review. He has since published in most of the international economic, economic history, econometrics, finance and statistics journals and in a range of other journals, including Journal of Climate, Climatic Change, Journal of Cosmology, International Journal of Body Composition Research, Physica A, Energy and Buildings, and Journal of Public Health. He has also written or edited almost 20 books, including a range of introductory statistics and econometric texts, handbooks on econometrics, and histories of time series analysis.