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Title: Introduction to Time Series and Forecasting by Peter J. Brockwell, Richard A. Davis, P. J. Rockwell ISBN: 0-387-95351-5 Publisher: Springer Verlag Pub. Date: 08 March, 2002 Format: Hardcover Volumes: 1 List Price(USD): $84.95 |
Average Customer Rating: 5 (3 reviews)
Rating: 5
Summary: excellent introduction for students and practitioners
Comment: In contrast to their graduate text "Time Series: Theory and Methods" this book is more elementary and introductory and is pitched at the advanced undergraduate level requiring only calculus, elementary statistics and matrix algebra. It gives very good coverage to a wide variety of time series models and includes some nonstationary models. In this second edition the chapter on nonstationary models includes the latest coverage of ARCH and GARCH models presented in a way that I found very accessible.
Computations are done with ITSM and in this edition the ITSM 2000 version 7.0 edition is included on a CD so that students can reproduce the authors' calculations and run analyses of their own.
Another nice feature of the text that distinguishes it from other texts at this level is the introduction of multivariate time series, coverage of state space models, chaos and cointegration. Ideas are illustrated with examples. Important theory is discussed but is kept brief and theorems and proofs are not given to the extent of their other more theoretical text.
Rating: 5
Summary: Excellent introduction on time series analysis
Comment: Very good introductory book to ARMA models. Full of real-life examples that provide some intuitive insight about the issues that may arise when modelling time series and forecasting. Requires some initial knowledge in statistics and algebra but if you're involved in time series modelling, it should be your first book.
Rating: 5
Summary: Best introduction to time series analysis
Comment: Very good introductory book to ARMA models. Full of real-life examples that provide some intuitive insight about the issues that may arise when modelling time series and forecasting. Requires some initial knowledge in statistics and algebra but if you're involved in time series modelling, it should be your first book.
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Title: Time Series Analysis by James Douglas Hamilton ISBN: 0691042896 Publisher: Princeton Univ Pr Pub. Date: 11 January, 1994 List Price(USD): $85.00 |
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Title: Time Series Models for Business and Economic Forecasting by Philip Hans Franses ISBN: 0521586410 Publisher: Cambridge University Press Pub. Date: 15 October, 1998 List Price(USD): $33.00 |
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Title: Time Series Analysis: Forecasting & Control (3rd Edition) by George Box, Gwilym M. Jenkins, Gregory Reinsel ISBN: 0130607746 Publisher: Prentice Hall Pub. Date: 28 February, 1994 List Price(USD): $81.33 |
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Title: Time Series Analysis and Its Applications (Springer Texts in Statistics) by Robert H. Shumway, David S. Stoffer ISBN: 0387989501 Publisher: Springer Verlag Pub. Date: March, 2000 List Price(USD): $84.95 |
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Title: Time Series: Theory and Methods (Springer Series in Statistics) by Peter J. Brockwell, Richard A. Davis, Stephen E. Fienberg ISBN: 0387974296 Publisher: Springer Verlag Pub. Date: September, 1996 List Price(USD): $94.00 |
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