Author: Walter VandaelePublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 440
Book Description
This text presents Time Series analysis and Box-Jenkins models.
Applied Time Series and Box-Jenkins Models
Author: Walter VandaelePublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 440
Book Description
This text presents Time Series analysis and Box-Jenkins models.
Time Series Analysis
Author: George E. P. BoxPublisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 616
Book Description
Introduction and summary; Stochastic models and their forecasting; The autocorrelation function and spectrum; Linear stationary models; Linear nonstationary models; Forecasting; Stochastic model building; Model identification; Model estimation; Model diagnostic checking; Seasonal models; Transfer function models; Identification fitting, and checking of transfer function models.
Applied Time Series Analysis with R
Author: Wayne A. WoodwardPublisher: CRC Press
ISBN: 1498734316
Category : Mathematics
Languages : en
Pages : 460
Book Description
Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis. Features Gives readers the ability to actually solve significant real-world problems Addresses many types of nonstationary time series and cutting-edge methodologies Promotes understanding of the data and associated models rather than viewing it as the output of a "black box" Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website. Over 150 exercises and extensive support for instructors The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).
Applied Time Series Analysis for the Social Sciences
Author: Richard McClearyPublisher: SAGE Publications, Incorporated
ISBN:
Category : Mathematics
Languages : en
Pages : 340
Book Description
McCleary and Hay have made time series analysis techniques -- the Box-Jenkins or ARIMA methods -- accessible to the social scientist. Rejecting the dictum that time series analysis requires substantial mathematical sophistication, the authors take a clearly written, step-by-step approach. They describe the logic behind time series analysis, and its possible applications in impact assessment, causal modelling and forecasting, multivariate time series and parameter estimation.
Time Series Analysis: Forecasting & Control, 3/E
Author: Publisher: Pearson Education India
ISBN: 9788131716335
Category :
Languages : en
Pages : 620
Book Description
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.
Time Series and Forecasting
Author: Bruce L. BowermanPublisher: Brooks/Cole
ISBN:
Category : Mathematics
Languages : en
Pages : 504
Book Description
Forecasting and multiple regression analysis; Forecasting time series described by trend and irregular components; Forecasting seasonal time series; The box-jenkins methodology.
Applied Time Series Analysis
Author: Terence C. MillsPublisher: Academic Press
ISBN: 0128131179
Category : Business & Economics
Languages : en
Pages : 354
Book Description
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.
Forecasting with Univariate Box - Jenkins Models
Author: Alan PankratzPublisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 584
Book Description
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.
Forecasting and Time Series
Author: Bruce L. BowermanPublisher: South Western Educational Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 746
Book Description
This comprehensive book introduces students to time series and forecasting techniques. The prerequisites are college algebra and basic statistics. It contains complete coverage of linear regression analysis, which provides much of the conceptual foundation of forecasting.
Author: CHARLES R. NELSON