Time Series and System Analysis with Applications - Hardcover

Pandit, Sudhakar M.; Wu, Shein–Ming

 
9780471868866: Time Series and System Analysis with Applications

Synopsis

A comprehensive, applications-oriented treatment of time series analysis. Integrates time series theory with methods of systems analysis. Clearly explains the use of ARMA forecasts and includes a complete treatment of the Box/Jenkins approach to modelling. Provides worked examples.

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