"The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control."
―Mathematical Reviews

Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject.

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

Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.

"Synopsis" may belong to another edition of this title.

About the Author

The late George E. P. Box, PhD, was professor emeritus of statistics at the University of Wisconsin-Madison. He was a Fellow of the American Academy of Arts and Sciences and a recipient of the Samuel S. Wilks Memorial Medal of the American Statistical Association, the Shewhart Medal of the American Society for Quality, and the Guy Medal in Gold of the Royal Statistical Society. Dr. Box was also author of seven Wiley books.

The late Gwilym M. Jenkins, PhD, was professor of systems engineering at Lancaster University in the United Kingdom, where he was also founder and managing director of the International Systems Corporation of Lancaster. A Fellow of the Institute of Mathematical Statistics and the Institute of Statisticians, Dr. Jenkins had a prestigious career in both academia and consulting work that included positions at Imperial College London, Stanford University, Princeton University, and the University of Wisconsin-Madison. He was widely known for his work on time series analysis, most notably his groundbreaking work with Dr. Box on the Box-Jenkins models.

The late Gregory C. Reinsel, PhD, was professor and former chair of the department of Statistics at the University of Wisconsin-Madison. Dr. Reinsel's expertise was focused on time series analysis and its applications in areas as diverse as economics, ecology, engineering, and meteorology. He authored over seventy refereed articles and three books, and was a Fellow of both the American Statistical Association and the Institute of Mathematical Statistics.

Greta M. Ljung, PhD, is a statistical consultant residing in Lexington, MA. She received her doctorate from the University of Wisconsin-Madison where she did her research in time series analysis under the direction of Professor George Box. Dr. Ljung's career includes teaching positions at Boston University and Massachusetts Institute of Technology, and a position as Principal Scientist at AIR Worldwide in Boston. Her many accomplishments include joint work with George Box on a time series goodness of fit test, which is widely applied in econometrics and other fields.

"About the title" may belong to another edition of this title.

preigu

Osnabrück, Germany

5-star seller

AbeBooks seller since August 5, 2024

Shipping rates from Germany to U.S.A.

Item	60 to 60 business days	60 to 60 business days
First item	£ 60.15	£ 60.15

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

Paypal

Store description

preigu betreibt einen Onlineversandhandel mit über 1 Mio. Produkten in verschiedenen Sortimenten. Das Kernsortiment besteht aus Büchern, Medien und Spielwaren. Ein gelungenes Einkaufserlebnis ist das Ziel einer jeden Bestellung bei preigu, denn der Kunde und seine Zufriedenheit stehen an erster Stelle. preigu setzt daher auf einen kompetenten Kundenservice, funktionierende Prozesse und schnelle Reaktion.

Specialty

Bücher, Spielwaren

Seller's business information

preigu GmbH & Co. KG

Lengericher Landstraße 19
Osnabrück, Germany 49078

Contact sellerView this seller's itemsView seller's storefront

Terms of sale

About Us

Legal website operator identification:

preigu GmbH & Co. KG
Lengericher Landstr. 19
49078 Osnabrück
Germany

Telephone: +49 (0) 541 / 580 72 84
Email: mail@preigu.de

VAT No: DE 455 380 498
AG Osnabrück - HRA 209647

PhG: preigu Verwaltung GmbH
AG Osnabrück - HRB 221793
CEO: Ansas Meyer

We are neither willing nor obliged to participate in dispute resolution proceedings before consumer arbitration boards.

We are a member of the initiative "FairCommerce" since 30.11.2016.
For more information, see: https://www.haendlerbund.de/de/haendlerbund/interessenvertretung/faircommerce

Right of withdrawal

Instructions for revocation

Right of withdrawal for the sale of goods

Revocation right for consumers
(A ‘consumer' is any natural person who concludes a legal transaction which, to an overwhelming extent, cannot be attributed to either his commercial or independent professional activities.)

Instructions for revocation

Revocation right
You have the right to revoke this contract within 14 days without specifying any reasons.
The revocation period is 14 days with effect from the day,

on which you or a third party nominated by you, which is not the carrier, had taken possession of the products, provided you had ordered one or more products within the scope of a standard order and this/these product/products is/are delivered uniformly;
on which you or a third party nominated by you, which is not the carrier, had taken possession of the last product, provided you had ordered several products within the scope of a standard order and these products are delivered separately;
on which you or a third party nominated by you, which is not the carrier, had taken possession of the last part delivery or the last unit, provided you had ordered a product, which is delivered in several part deliveries or units;

To exercise your right of withdrawal, you must inform us (preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, Telephone number: +49 (0) 541 / 580 72 84, E-Mail address: mail@preigu.de) by means of a clear declaration (e.g. a letter sent by post, or an e-mail) of your decision to withdraw from this contract. You can use the attached model withdrawal form for this purpose, which is, however, not mandatory.

You can also exercise your right of withdrawal online by clicking on a button labelled accordingly (such as ‘Withdraw from contract' or similar) on the AbeBooks/ZVAB website. If you use this online function, you will immediately receive a confirmation of receipt on a durable medium (e.g. via email) containing information on the content of the withdrawal notice, as well as the date and time of its receipt.

In order to safeguard the revocation period, it is sufficient that you send the notification about the exercise of the revocation right before the expiry of the revocation period.

Consequences of the revocation

If you revoke this contract, we shall repay all the payments, which we received from you, including the delivery costs (with the exception of additional costs, which arise from that fact that you selected a form of delivery other than the most reasonable standard delivery offered by us), immediately and at the latest within 14 days from the day on which we received the notification about the revocation of this contract from you. We use the same means of payment, which you had originally used during the original transaction, for this repayment unless expressly agreed otherwise with you; you will not be charged any fees owing to this repayment.

We can refuse the repayment until the products are returned to us or until you have furnished evidence that you have sent the products back to us, depending on whichever is earlier.

You must return or transfer the products to us immediately and, in any case, at the latest within 14 days with effect from the day on which you inform us of the revocation of this contract. The deadline is maintained if you send the products before the expiry of the 14 day deadline.

You bear the direct costs for returning the products.

You must pay for any depreciation of the products only if this depreciation can be attributed to any handling with you that was not necessary for checking the condition, features and functionality of the products.

Criteria for exclusion or expiry

The revocation right is not available for contracts

for delivery of products, which are not prefabricated and for whose manufacturing an individual selection or stipulation by the consumer is important or which are clearly tailored to the personal requirements of the consumer;
for delivery of products, which can spoil quickly or whose use-by date would be exceeded quickly;
for delivery of alcoholic drinks, whose price was agreed at the time of concluding the contract, which however can be delivered 30 days after the conclusion of the contract at the earliest and whose current value depends on the fluctuations in the market, on which the entrepreneur has no influence;
for delivery of newspapers, periodicals or magazines with the exception of subscription contracts. The revocation right expires prematurely in case of contracts
for delivery of sealed products, which are not suitable for return for reasons of health protection or hygiene if their seal has been removed after the delivery;
for delivery of products if they have been mixed inseparably with other goods after the delivery, owing to their condition;
for delivery of sound or video recording or computer software in a sealed package if the seal has been removed after the delivery.

Specimen - revocation form

(If you wish to revoke the contract, please fill up this form and send it back to us.)

To preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, Email address: mail@preigu.de :
I/we () herewith revoke the contract concluded by me/ us () regarding the purchase of the following products ()/
the provision of the following service ()
Ordered on ()/ received on ()
Name of the consumer(s)
Address of the consumer(s)
Signature of the consumer(s) (only in case of a notification on paper)
Date

(*) Cross out the incorrect option.

Time Series Analysis | Forecasting and Control

Item description from seller

Bibliographic details

Synopsis

About the title