Time Series Analysis : Forecasting and Control

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

ISBN 10: 0130607746 / ISBN 13: 9780130607744

Published by Prentice Hall PTR, 1994

About this Item

Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # 3110566-6

Bibliographic Details

Title: Time Series Analysis : Forecasting and ...

Publisher: Prentice Hall PTR

Publication Date: 1994

Binding: Hardcover

Condition: Good

Edition: 3rd.

About this title

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.

From the Publisher:

This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. 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.