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.

Ngôn ngữ:	eng
Tác giả:	George E.P.Box, Gwilym M.Jekins, George C.Reinsel
Thông tin nhan đề:	Time series Analysis Forecasting and Control.Fifth Edition
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