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Pocket
Introduction to Modern Time Series Analysis
Gebhard Kirchgassner • Jurgen Wolters
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This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.
- Illustratör: 39 schwarz-weiße Zeichnungen 39 schwarz-weiße Abbildungen 16 schwarz-weiße Tabellen
- Format: Pocket/Paperback
- ISBN: 9783540687351
- Språk: Engelska
- Antal sidor: 274
- Utgivningsdatum: 2008-08-02
- Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K