This graduate-level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests ...
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This graduate-level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.
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Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
1991
Language:
English
Alibris ID:
17039005751
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Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1100grams, ISBN: 3540531947.
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
1991
Language:
English
Alibris ID:
17671061246
Shipping Options:
Standard Shipping: $4.89
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. No dust jacket. Re-bound by library. Foxing on page edges. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1150grams, ISBN: 3540531947.
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
1991
Language:
English
Alibris ID:
18076158686
Shipping Options:
Standard Shipping: $4.89
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
1991
Language:
English
Alibris ID:
18105194348
Shipping Options:
Standard Shipping: $4.89
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority!