This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.


Format Häftad Omfång 414 sidor Språk Engelska Förlag Taylor & Francis Inc Utgivningsdatum 2019-05-09 ISBN 9781498795630