A course in time series analysis /

New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a...

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Bibliographic Details
Other Authors:	Peña, Daniel, 1948-, Tiao, George C., 1933-, Tsay, Ruey S., 1951-, Wilson, G. Tunnicliffe (Contributor), Gómez, Víctor (Writer on time-series analysis) (Contributor), Maravall, Agustín (Contributor), Heiler, Siegfried (Contributor), Hornik, Kurt, 1963- (Contributor), Leisch, Friedrich (Contributor), Johansen, Søren, 1939- (Contributor), Deistler, M. (Manfred) (Contributor)
Format:	eBook
Language:	English
Language Notes:	English.
Published:	New York : J. Wiley, ©2001.
Subjects:	Time-series analysis.
Online Access:	Connect to the full text of this electronic book

Description
Summary:	New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a.
Physical Description:	1 online resource (xvii, 460 pages) : illustrations
Format:	Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:	Includes bibliographical references and index.
ISBN:	9781118032978 1118032977 9781118031223 1118031229 1282242520 9781282242524 9786613813640 6613813648