Time Series Analysis "Univariate and Multivariate Methods"

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Wei, William W.S.

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ISBN:9780321322166
Editorial: Addison Wesley Longman
Fecha de la edición:2006
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Nº Pág.:624
Idiomas:Ingles,Inglés

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/ Economía Cuantitativa

With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field.