UID:
almafu_9960074778102883
Format:
1 online resource (433 pages)
ISBN:
9780128131183
,
0128131187
Note:
Time series and their features -- Transforming time series -- ARMA models for stationary time series -- ARIMA models for nonstationary time series -- Unit roots, difference and trend stationarity, and fractional differencing -- Breaking and nonlinear trends -- An introduction to forecasting with univariate models -- Unobserved component models, signal extraction, and filters -- Seasonality and exponential smoothing -- Volatility and generalized autoregressive conditional heteroskedastic processes -- Nonlinear stochastic processes -- Transfer functions and autoregressive distributed lag modeling -- Vector autoregressions and Granger causality -- Error corection, spurious regressions, and cointegration -- Vector autoregressions with integrated variables, vector error correction models, and common trends -- Compositional and count time series -- State space models.
Additional Edition:
ISBN 9780128131176
Additional Edition:
ISBN 0128131179
Language:
English
Subjects:
Economics
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(URL des Erstveröffentlichers)
