Time Series and Dynamic Models
| Autor: | Errol C. Caby |
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| Rok vydání: | 1998 |
| Předmět: | |
| Zdroj: | Technometrics. 40:158-158 |
| ISSN: | 1537-2723 0040-1706 |
| Popis: | Preface 1. Introduction Part I. Traditional Methods: 2. Linear regression for seasonal adjustment 3. Moving averages for seasonal adjustment 4. Exponential smoothing methods Part II. Probabilistic and Statistical Properties of Stationary Processes: 5. Some results on the univariate processes 6. The Box and Jenkins method for forecasting 7. Multivariate time series 8. Time-series representations 9. Estimation and testing (stationary case) Part III. Time-series Econometrics: Stationary and Nonstationary Models: 10. Causality, exogeneity, and shocks 11. Trend components 12. Expectations 13. Specification analysis 14. Statistical properties of nonstationary processes Part IV. State-space Models: 15. State-space models and the Kalman filter 16. Applications of the state-space model References Tables Index. |
| Databáze: | OpenAIRE |
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