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Books > Science & Mathematics > Mathematics > Probability & statistics
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Time Series Analysis - Forecasting and Control 5e (Hardcover, 5th Edition)
Loot Price: R3,693
Discovery Miles 36 930
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Time Series Analysis - Forecasting and Control 5e (Hardcover, 5th Edition)
Expected to ship within 12 - 17 working days
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Praise for the Fourth Edition The book follows faithfully the style
of the original edition. The approach is heavily motivated by
real-world time series, and by developing a complete approach to
model building, estimation, forecasting and control." -
Mathematical Reviews Bridging classical models and modern topics,
the Fifth Edition of Time Series Analysis: Forecasting and Control
maintains a balanced presentation of the tools for modeling and
analyzing time series. Also describing the latest developments that
have occurred in the field over the past decade through
applications from areas such as business, finance, and engineering,
the Fifth Edition continues to serve as one of the most influential
and prominent works on the subject. Time Series Analysis:
Forecasting and Control, Fifth Edition provides a clearly written
exploration of the key methods for building, classifying, testing,
and analyzing stochastic models for time series and describes their
use in five important areas of application: forecasting;
determining the transfer function of a system; modeling the effects
of intervention events; developing multivariate dynamic models; and
designing simple control schemes. Along with these classical uses,
the new edition covers modern topics with new features that
include: * A redesigned chapter on multivariate time series
analysis with an expanded treatment of Vector Autoregressive, or
VAR models, along with a discussion of the analytical tools needed
for modeling vector time series * An expanded chapter on special
topics covering unit root testing, time-varying volatility models
such as ARCH and GARCH, nonlinear time series models, and long
memory models * Numerous examples drawn from finance, economics,
engineering, and other related fields * The use of the publicly
available R software for graphical illustrations and numerical
calculations along with scripts that demonstrate the use of R for
model building and forecasting * Updates to literature references
throughout and new end-of-chapter exercises * Streamlined chapter
introductions and revisions that update and enhance the exposition
Time Series Analysis: Forecasting and Control, Fifth Edition is a
valuable real-world reference for researchers and practitioners in
time series analysis, econometrics, finance, and related fields.
The book is also an excellent textbook for beginning graduate-level
courses in advanced statistics, mathematics, economics, finance,
engineering, and physics.
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