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Applied Time Series And Box Jenkins Models
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Book Synopsis Applied Time Series and Box-Jenkins Models by : Walter Vandaele
Download or read book Applied Time Series and Box-Jenkins Models written by Walter Vandaele and published by . This book was released on 1983 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text presents Time Series analysis and Box-Jenkins models.
Book Synopsis Time Series Analysis by : George E. P. Box
Download or read book Time Series Analysis written by George E. P. Box and published by . This book was released on 1976 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Time Series Analysis: Forecasting & Control, 3/E by :
Download or read book Time Series Analysis: Forecasting & Control, 3/E written by and published by Pearson Education India. This book was released on 1994-09 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Applied Time Series Analysis with R by : Wayne A. Woodward
Download or read book Applied Time Series Analysis with R written by Wayne A. Woodward and published by CRC Press. This book was released on 2017-02-17 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).
Book Synopsis Applied Time Series Analysis for the Social Sciences by : Richard McCleary
Download or read book Applied Time Series Analysis for the Social Sciences written by Richard McCleary and published by SAGE Publications, Incorporated. This book was released on 1980-07 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Time Series and Forecasting by : Bruce L. Bowerman
Download or read book Time Series and Forecasting written by Bruce L. Bowerman and published by Brooks/Cole. This book was released on 1979 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting and multiple regression analysis; Forecasting time series described by trend and irregular components; Forecasting seasonal time series; The box-jenkins methodology.
Book Synopsis Time Series Analysis and Forecasting by : Lon-Mu Liu
Download or read book Time Series Analysis and Forecasting written by Lon-Mu Liu and published by . This book was released on 2006-01-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied Time Series Analysis by : Terence C. Mills
Download or read book Applied Time Series Analysis written by Terence C. Mills and published by Academic Press. This book was released on 2019-02-08 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study Covers both univariate and multivariate techniques in one volume Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples
Book Synopsis Forecasting and Time Series by : Bruce L. Bowerman
Download or read book Forecasting and Time Series written by Bruce L. Bowerman and published by South Western Educational Publishing. This book was released on 1993 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Forecasting with Univariate Box - Jenkins Models by : Alan Pankratz
Download or read book Forecasting with Univariate Box - Jenkins Models written by Alan Pankratz and published by John Wiley & Sons. This book was released on 1983-08-30 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Time Series Techniques for Economists by : Terence C. Mills
Download or read book Time Series Techniques for Economists written by Terence C. Mills and published by Cambridge University Press. This book was released on 1990 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.
Book Synopsis APPLIED TIME SERIES ANALYSIS FOR MANAGERIAL FORECASTING by : CHARLES R. NELSON
Download or read book APPLIED TIME SERIES ANALYSIS FOR MANAGERIAL FORECASTING written by CHARLES R. NELSON and published by . This book was released on with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied Time Series by : T. M. J. A. Cooray
Download or read book Applied Time Series written by T. M. J. A. Cooray and published by . This book was released on 2008 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Applied Time Series: Analysis and Forecasting provides the theories, methods and tools for necessary modeling and forecasting of time series. It includes a complete theoretical development of univariate time series models with each step demonstrated with an analysis of real time data series. The result is clear presentation, quantified subjective judgment derived from selected methods applied to time series observations."--Jacket
Book Synopsis Essentials of Time Series for Financial Applications by : Massimo Guidolin
Download or read book Essentials of Time Series for Financial Applications written by Massimo Guidolin and published by Academic Press. This book was released on 2018-05-29 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs. - Provides practical, hands-on examples in time-series econometrics - Presents a more application-oriented, less technical book on financial econometrics - Offers rigorous coverage, including technical aspects and references for the proofs, despite being an introduction - Features examples worked out in EViews (9 or higher)
Book Synopsis Time Series Analysis and Its Applications by : Robert H. Shumway
Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by . This book was released on 2014-01-15 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Time Series Analysis by State Space Methods by : James Durbin
Download or read book Time Series Analysis by State Space Methods written by James Durbin and published by Oxford University Press. This book was released on 2001-06-21 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: State space time series analysis emerged in the 1960s in engineering, but its applications have spread to other fields. Durbin (statistics, London School of Economics and Political Science) and Koopman (econometrics, Free U., Amsterdam) extol the virtues of such models over the main analytical system currently used for time series data, Box-Jenkins' ARIMA. What distinguishes state space time models is that they separately model components such as trend, seasonal, regression elements and disturbance terms. Part I focuses on traditional and new techniques based on the linear Gaussian model. Part II presents new material extending the state space model to non-Gaussian observations. c. Book News Inc.
Book Synopsis An Introduction to Time Series Analysis and Forecasting by : Robert A. Yaffee
Download or read book An Introduction to Time Series Analysis and Forecasting written by Robert A. Yaffee and published by Academic Press. This book was released on 2000-04-27 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to document correlations or lack, and to help them make decisions based on this data.