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Books > Business & Economics > Economics > Econometrics
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Time Series: Theory and Methods (Paperback, 2nd ed. 1991. 2nd printing 2009. Softcover reprint of the original 2nd ed. 1991)
Loot Price: R4,349
Discovery Miles 43 490
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Time Series: Theory and Methods (Paperback, 2nd ed. 1991. 2nd printing 2009. Softcover reprint of the original 2nd ed. 1991)
Series: Springer Series in Statistics
Expected to ship within 10 - 15 working days
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This edition contains a large number of additions and corrections
scattered throughout the text, including the incorporation of a new
chapter on state-space models. The companion diskette for the IBM
PC has expanded into the software package ITSM: An Interactive Time
Series Modelling Package for the PC, which includes a manual and
can be ordered from Springer-Verlag. * We are indebted to many
readers who have used the book and programs and made suggestions
for improvements. Unfortunately there is not enough space to
acknowledge all who have contributed in this way; however, special
mention must be made of our prize-winning fault-finders, Sid
Resnick and F. Pukelsheim. Special mention should also be made of
Anthony Brockwell, whose advice and support on computing matters
was invaluable in the preparation of the new diskettes. We have
been fortunate to work on the new edition in the excellent
environments provided by the University of Melbourne and Colorado
State University. We thank Duane Boes particularly for his support
and encouragement throughout, and the Australian Research Council
and National Science Foundation for their support of research
related to the new material. We are also indebted to
Springer-Verlag for their constant support and assistance in
preparing the second edition. Fort Collins, Colorado P. J.
BROCKWELL November, 1990 R. A. DAVIS * /TSM: An Interactive Time
Series Modelling Package for the PC by P. J. Brockwell and R. A.
Davis. ISBN: 0-387-97482-2; 1991.
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