Applied Time Series and Box-Jenkins Models

Applied Time Series and Box-Jenkins Models

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This book can be used in an advanced undergraduate course or beginning graduate course on time series forecasting. Such a course could be part of a business school, department of economics, or engineering curriculum. Social science departments (education, psychology, public health, medicine) have also started to introduce such a course in their curriculum and researchers in these fields are using the time series methodology covered in this book in their applied work.
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Product details

  • Hardback | 417 pages
  • 195.58 x 236.22 x 25.4mm | 929.86g
  • Academic Press Inc
  • San Diego, United States
  • English
  • Ill.
  • 0127126503
  • 9780127126500

Table of contents

Introduction. Stationarity. Autoregressive Integrated Moving Average Models. Identification. Estimations and Diagnostic Checking. Forecasting. United States Residential Construction. United States Unemployment. The Clorox Company Case. Transfer Function Models. Indentification of Transfer Function Models. Estimation and Diagnostic Checking of Transfer Function Models. Forecasting with Transfer Function. Intervention Analysis. Data Bases. Mathematical Expectations. Time Series Programs.
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