Applied time series analysis a practical guide to modeling and forecasting / Terence C. Mills.
| Author/creator | Mills, Terence C. |
| Format | Electronic |
| Publication Info | London : Academic Press, [2019] |
| Description | xiii, 339 pages : illustrations ; 23 cm |
| Supplemental Content | Full text available from eBook - Finance 2019 |
| Subjects |
| Contents | 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. |
| Bibliography note | Includes bibliographical references (pages 315-327) and index |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Issued in other form | Ebook version : 9780128131183 |
| Genre/form | Electronic books. |
| LCCN | 2018968317 |
| ISBN | 9780128131176 |
| ISBN | 0128131179 |
| ISBN | (ePub ebook) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |