Synopsis
This graduate-level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.
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Introduction to Multiple Time Series Analysis
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Springer-Verlag Berlin And Heidelberg Gmbh & Co. K, 1991
ISBN 10: 3540531947
ISBN 13: 9783540531944
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Introduction to Multiple Time Series Analysis
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. No dust jacket. Re-bound by library. Foxing on page edges. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1150grams, ISBN:3540531947. Seller Inventory # 7060859
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Introduction to Multiple Time Series Analysis
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Introduction to Multiple Time Series Analysis
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Introduction to Multiple Time Series Analysis
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Condition: Gut. 546 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 24,1 x 16,5 x 4,1 cm, Taschenbuch. Seller Inventory # 374977
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Introduction to Multiple Time Series Analysis
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Introduction to multiple time series analysis.
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Berlin ; Heidelberg ; New York ; London ; Paris ; Tokyo ; Hong Kong ; Barcelona ; Budapest : Springer,, 1991
ISBN 10: 3540531947
ISBN 13: 9783540531944
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OKarton, Broschiert. XXI, 545 S. : graph. Darst. ; 24 cm Sehr gutes, ungelesenes Exemplar. Sprache: Englisch Gewicht in Gramm: 765. Seller Inventory # 67408