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Time Series Analysis : Forecasting and Control, Hardcover by Box, George E. P...
- Item No : 365708054090
- Condition : Like New
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- Current Bid : US $149.06
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* Item Description
- Time Series Analysis : Forecasting and Control, Hardcover by Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C.; Ljung, Greta M., ISBN 1118675029, ISBN-13 9781118675021, Like New Used, Free shipping in the US
This volume explains building, classifying, testing, and analyzing stochastic models for discrete time series and their use in forecasting, determining the transfer function of a system, modeling the effects of intervention events, developing multivariate dynamic models, and designing simple control schemes. The models include the class of autoregressive integrated moving average (ARIMA) models and their extensions. Th examines the properties of the models and the statistical methods for model specification, parameter estimation, and model checking, as well as extensions to transfer function modeling of dynamic relationships between two or more time series, multivariate time series modeling, and process control, and topics like state-space and structural modeling, nonlinear models, and conditionally heteroscedastic models. This edition has a redesigned chapter on multivariate time series analysis with more on vector autoregressive (VAR) models and discussion of the analytical tools for modeling vector time series; an expanded chapter on special topics like unit root testing, time-varying volatility models like ARCH (autoregressive conditional heteroscedasticity) and GARCH (generalized autoregressive conditional heteroscedasticity), nonlinear time series models, and long-memory models; enhanced and updated numerical illustrations through the use of R; added exercises; and edited tables and added graphs. Annotation ©2015 Ringgold, Inc., Portland, OR ()
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