Applied Time Series and Box-Jenkins Models
Published on 28. September 1983
Book
Hardback
417 pages
978-0-12-712650-0 (ISBN)
Description
This book can be used in an advanced undergraduate course or beginning graduate course on time series forecasting. Such a course could be part of a business school, department of economics, or engineering curriculum. Social science departments (education, psychology, public health, medicine) have also started to introduce such a course in their curriculum and researchers in these fields are using the time series methodology covered in this book in their applied work.
More details
Language
English
Place of publication
San Diego
United States
Publishing group
Elsevier Science Publishing Co Inc
Target group
Professional and scholarly
Illustrations
Ill.
Dimensions
Height: 241 mm
Width: 190 mm
Weight
962 gr
ISBN-13
978-0-12-712650-0 (9780127126500)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Content
Introduction. Stationarity. Autoregressive Integrated Moving Average Models. Identification. Estimations and Diagnostic Checking. Forecasting. United States Residential Construction. United States Unemployment. The Clorox Company Case. Transfer Function Models. Indentification of Transfer Function Models. Estimation and Diagnostic Checking of Transfer Function Models. Forecasting with Transfer Function. Intervention Analysis. Data Bases. Mathematical Expectations. Time Series Programs.