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Introduction to Time Series and Forecasting
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.
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. Many additional special topics are also covered.
New to this
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. Many additional special topics are also covered.
New to this
- GenresNonfictionMathematics
439 pages, Hardcover
First published June 30, 1996
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Displaying 1 of 1 review
June 16, 2021
so much is left out for the reader to figure out - coming back to the same pages - 48 and 78 looking for information about causal and invertible AR/MA processes which isnt there.
Alot of examples, but missing corollaries. Still this is the reference text.
Alot of examples, but missing corollaries. Still this is the reference text.
Displaying 1 of 1 review