Introduction to Time Series and Forecasting

• Corporate Author: SpringerLink (Online service)
• Other Authors: Brockwell, Peter J. (Editor), Davis, Richard A. (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2002.
• Series: Springer Texts in Statistics,
• Subjects: Mathematics.; Computer software.; Probabilities.; Statistics.; Econometrics.; Mathematical Software.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and...

Table of Contents:

• Stationary Processes
• ARMA Models
• Spectral Analysis
• Modeling and Forecasting with ARMA Processes
• Nonstationary and Seasonal Time Series Models
• Multivariate Time Series
• State-Space Models
• Forecasting Techniques
• Further Topics
• Erratum.