Applied Time Series and Box-Jenkins Models
Author: Walter Vandaele
Publisher:
Published: 1983
Total Pages: 440
ISBN-13:
DOWNLOAD EBOOK →This text presents Time Series analysis and Box-Jenkins models.
Lanterna Rally
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Time Series Analysis: Forecasting & Control, 3/E
Author:
Publisher: Pearson Education India
Published: 1994-09
Total Pages: 620
ISBN-13: 9788131716335
DOWNLOAD EBOOK →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.
Time Series Analysis
Author: George E. P. Box
Publisher:
Published: 1976
Total Pages: 616
ISBN-13:
DOWNLOAD EBOOK →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.
Applied Time Series Analysis for the Social Sciences
Author: Richard McCleary
Publisher: SAGE Publications, Incorporated
Published: 1980-07
Total Pages: 340
ISBN-13:
DOWNLOAD EBOOK →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.
Applied Time Series Analysis
Author: Terence C. Mills
Publisher: Academic Press
Published: 2019-02-08
Total Pages: 354
ISBN-13: 0128131179
DOWNLOAD EBOOK →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
Forecasting with Univariate Box - Jenkins Models
Author: Alan Pankratz
Publisher: John Wiley & Sons, Incorporated
Published: 1983-08-30
Total Pages: 584
ISBN-13:
DOWNLOAD EBOOK →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.
Forecasting with Univariate Box - Jenkins Models
Author: Alan Pankratz
Publisher: John Wiley & Sons
Published: 2009-09-25
Total Pages: 576
ISBN-13: 0470317272
DOWNLOAD EBOOK →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.
Applied Time Series Modelling and Forecasting
Author: Richard Harris
Publisher: Wiley
Published: 2003-06-02
Total Pages: 316
ISBN-13: 9780470844434
DOWNLOAD EBOOK →This book covers time series modeling and forecasting for econometrics and finance students. This new edition has been simplified for more ease of use and includes new chapters and substantial important revisions.
Essentials of Time Series for Financial Applications
Author: Massimo Guidolin
Publisher: Academic Press
Published: 2018-05-29
Total Pages: 435
ISBN-13: 0128134100
DOWNLOAD EBOOK →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)
Time Series and Forecasting
Author: Bruce L. Bowerman
Publisher: Brooks/Cole
Published: 1979
Total Pages: 504
ISBN-13:
DOWNLOAD EBOOK →Forecasting and multiple regression analysis; Forecasting time series described by trend and irregular components; Forecasting seasonal time series; The box-jenkins methodology.
