Time series
著者
書誌事項
Time series
E. Arnold, 1993, c1990
[New ed. of 3rd rev. ed.]
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注記
"A Charles Griffin title."
"First published as a paperback 1993."--T.p. verso
内容説明・目次
内容説明
This revised text presents an integrated, up-to-date treatment that uses classical methods before proceeding to consider modern approaches to model building. It features: worked examples using real and simulated data; end-of-chapter exercises; 16 data sets for further analysis; and a discussion of spectral methods, including fast Fourier transforms, intervention analysis and transfer function models. Other features include: an introduction to multiple time series and new sections on traditional forecasting procedures; comparative evaluations; and automatic model selection procedures.
目次
- 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 modeling
- multivariate series
- other recent developments. Appendices: data sets and references
- tables of the Durbin-Watson statistic
- weights for fitting polynomial trends
- computer programs.
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