Description |
xiv, 434 pages : illustrations ; 24 cm + 1 computer optical disc (4 3/4 in.) |
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4 3/4 in |
Series |
Springer texts in statistics |
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Springer texts in statistics.
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Contents |
1. Introduction -- 2. Stationary Processes -- 3. ARMA Models -- 4. Spectral Analysis -- 5. Modeling and Forecasting with ARMA Processes -- 6. Nonstationary and Seasonal Time Series Models -- 7. Multivariate Time Series -- 8. State-Space Models -- 9. Forecasting Techniques -- 10. Further Topics -- A. Random Variables and Probability Distributions -- B. Statistical Complements -- C. Mean Square Convergence -- D. An ITSM Tutorial |
Summary |
The second edition contains detailed instructions on the use of the Windows-based computer package ITSM 2000, an interactive time series modelling package for the PC, the student version of which is included on the accompanying CD-ROM. Provides an introduction to time series anaysis along with the programs |
Notes |
Includes index |
Bibliography |
Includes bibliographical references (pages [423]-428) and index |
Notes |
System requirements: IBM PC or equivalent; 5 MB of hard disk space; Windows 95, NT 4.0, or later versions |
SUBJECT |
ITSM (Computer file) http://id.loc.gov/authorities/names/n90704312
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Subject |
Time-series analysis -- Software.
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Time-series analysis -- Data processing.
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Time-series analysis.
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Author |
Davis, Richard A.
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LC no. |
2001049262 |
ISBN |
0387953515 alkaline paper |
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