Description
A textbook for graduate and undergraduate students taking courses in time series. Topics include probability models, Box-Jenkins forecasting, spectral analysis, linear systems, and system identification. Annotation copyright Book News, Inc. Portland, Or.
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This book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.
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