This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.
"synopsis" may belong to another edition of this title.
From the reviews:
"The emphasis is on hands-on experience and the friendly software that accompanies the book serves the purpose admirably. ...
The authors should be congratulated for making the subject accessible and fun to learn. The book is a pleasure to read and highly recommended. I regard it as the best introductory text in town." ISI Short Book Reviews
Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and nonstationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introductions are also given to cointegration and to nonlinear, continuous-time and long-memory models.
The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis."About this title" may belong to another edition of this title.
Shipping:
£ 17.07
From U.S.A. to United Kingdom
Shipping:
£ 6.99
Within United Kingdom
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Hardcover. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2.45. Seller Inventory # G0387953515I4N01
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 2.45. Seller Inventory # G0387953515I3N00
Quantity: 1 available
Seller: SecondSale, Montgomery, IL, U.S.A.
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00076545604
Quantity: 1 available
Seller: Bahamut Media, Reading, United Kingdom
Hardcover. Condition: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee. Seller Inventory # 6545-9780387953519
Quantity: 1 available
Seller: AwesomeBooks, Wallingford, United Kingdom
Hardcover. Condition: Very Good. Introduction to Time Series and Forecasting (Springer Texts in Statistics) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. . Seller Inventory # 7719-9780387953519
Quantity: 1 available
Seller: SGS Trading Inc, Franklin Lakes, NJ, U.S.A.
Hardcover. Condition: Good. Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Tracking. Seller Inventory # SKU0221971
Quantity: 2 available
Seller: GF Books, Inc., Hawthorne, CA, U.S.A.
Condition: Very Good. Book is in Used-VeryGood condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain very limited notes and highlighting. 2.4. Seller Inventory # 0387953515-2-3
Quantity: 1 available
Seller: Book Deals, Tucson, AZ, U.S.A.
Condition: Good. Good condition. This is the average used book, that has all pages or leaves present, but may include writing. Book may be ex-library with stamps and stickers. 2.4. Seller Inventory # 353-0387953515-gdd
Quantity: 1 available
Seller: Seattle Goodwill, Seattle, WA, U.S.A.
Condition: Good. May have some shelf-wear due to normal use. Your purchase funds free job training and education in the greater Seattle area. Thank you for supporting Goodwills nonprofit mission!. Seller Inventory # 0KVOG200AB9K_ns
Quantity: 1 available
Seller: HPB-Movies, Dallas, TX, U.S.A.
hardcover. Condition: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority!. Seller Inventory # S_415600706
Quantity: 1 available