Introduction to time series and forecasting
by
Brockwell, Peter J.
Title
:
Introduction to time series and forecasting
Author
:
Brockwell, Peter J.
ISBN
:
9780387953519
Personal Author
:
Brockwell, Peter J.
Edition
:
2nd ed.
Publication Information
:
New York : Springer, c2002.
Physical Description
:
xiv, 434 p. : ill. ; 24 cm.+ 1 computer optical disc (4 3/4 in.)
Series
:
Springer texts in statistics
Series Title
:
Springer texts in statistics
Contents
:
1. Introduction -- 2. Stationary Processes -- 3. ARMA Models -- 4. Spectral Analysis -- 5. Modeling and Forecasting with ARMA Processes -- 6. Nonstationary and Seasonal Time Series Models -- 7. Multivariate Time Series -- 8. State-Space Models -- 9. Forecasting Techniques -- 10. Further Topics -- A. Random Variables and Probability Distributions -- B. Statistical Complements -- C. Mean Square Convergence -- D. An ITSM Tutorial.
Abstract
:
The second edition contains detailed instructions on the use of the Windows-based computer package ITSM 2000, an interactive time series modelling package for the PC, the student version of which is included on the accompanying CD-ROM. Provides an introduction to time series analysis along with the programs.
Title Subject
:
ITSM (Computer file)
Subject Term
:
Time-series analysis.
Added Author
:
Davis, Richard A.
Added Title
:
ITSM 2000 [electronic resource] version 7.1 (student version)
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| 1:IIEMSA | 1:AV-MAT | 33168025457157 | 519.55 B864.I 2002 | 1 |