Time Series Analysis: Forecasting & Control - Hardcover

Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C.

Hardcover

ISBN 10: 0130607746 ISBN 13: 9780130607744

Verlag: Pearson, 1994

Inhaltsangabe

Explores the building of stochastic (statistical) models for time series and their use in important areas of application, forecasting, model specification, estimation, and checking.

Über diesen Titel

Reseña del editor

This new edition has been revised and modified, retaining its original general structure, with updated discussions of estimation of ARMA models, and control theory. New sections include recent methods in model specification, intervention and outlier analysis. The objective of the text is to provide

Reseña del editor

This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. 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. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods.

Details zur Ausgabe

• Verlag: Pearson
• Erscheinungsdatum: 1994
• Sprache: Englisch
• ISBN 10: 0130607746
• ISBN 13: 9780130607744
• Einband: Tapa dura
• Anzahl der Seiten: 592
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Riccardo Bacigalupo; riccardo.bacigalupo@sanoma.it; ; Sanoma Italia Via Arconati, 1 �; Milano; 20135; Italien