Time Series
3rd Edition
Published on 3. May 1990
Book
Hardback
320 pages
978-0-85264-295-5 (ISBN)
Description
The statistical analysis of time series has undergone dramatic change in the last 20 years and this revision of the classic text by the late Sir Maurice Kendall features an integrated up-to-date treatment by Keith Ord that uses data analytic devices and more modern approaches to model building.
More details
Edition
3rd Revised edition
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Professional and scholarly
Edition type
Revised edition
Illustrations
61 line diagrams, index
Dimensions
Height: 161 mm
Width: 241 mm
Weight
620 gr
ISBN-13
978-0-85264-295-5 (9780852642955)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Persons
Content
General ideas; tests of randomness; trend; seasonality; stationary series; serial correlations and model identification; estimation and model checking; forecasting; state-space models; spectrum analysis; transfer functions - models and identification; transfer functions - estimation, diagnostics and forecasting; intervention analysis and structural modelling; multivariate series; other recent developments. Appendices: Data sets and references; Weights for fitting polynomial trends; Computer programs.