Time Series Analysis: Forecasting and Control, Fifth Edition provides a comprehensive treatment of the theory and practice of stochastic time series analysis. The book presents fundamental methods for identifying, estimating, testing, and applying time series models for forecasting and control. It covers classical topics such as ARIMA models, transfer function models, intervention analysis, and multivariate time series, as well as modern developments including vector autoregressive (VAR) models, unit root testing, ARCH and GARCH models, nonlinear time series, and long-memory processes. Numerous real-world examples from finance, economics, engineering, and other disciplines illustrate the practical application of these methods. The book also demonstrates the use of the R programming language for graphical analysis, model building, and forecasting, making it a valuable reference for graduate students, researchers, and professionals in statistics, econometrics, data science, engineering, and related fields.

Ngôn ngữ:	eng
Tác giả:	Box, George E.P., Jekins, Gwilym M., Reinsel, Gregory C.
Thông tin nhan đề:	Time Series Analysis: Forecasting and Control
Nhà xuất bản:	Wiley
Loại hình:	Giáo trình sách, tham khảo / Bộ sưu tập: Cơ khí
Mô tả vật lý:	709p.
Năm xuất bản:	2016