skip to content
Applied time series analysis : a practical guide to modeling and forecasting Preview this item
ClosePreview this item
Checking...

Applied time series analysis : a practical guide to modeling and forecasting

Author: Terence C Mills
Publisher: London, United Kingdom : Academic Press, [2019]
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: (OCoLC)1057646417
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Terence C Mills
ISBN: 9780128131183 0128131187
OCLC Number: 1083205326
Description: 1 online resource.
Contents: 1. Time Series and Their Features 2. Transforming Time Series 3. ARMA Models for Stationary Time Series 4. ARIMA Models for Nonstationary Time Series 5. Unit Roots, Difference and Trend Stationarity, and Fractional Differencing 6. Breaking and Nonlinear Trends 7. An Introduction to Forecasting With Univariate Models 8. Unobserved Component Models, Signal Extraction, and Filters 9. Seasonality and Exponential Smoothing 10. Volatility and Generalized Autoregressive Conditional Heteroskedastic Processes 11. Nonlinear Stochastic Processes 12. Transfer Functions and Autoregressive Distributed Lag Modeling 13. Vector Autoregressions and Granger Causality 14. Error Correction, Spurious Regressions, and Cointegration 15. Vector Autoregressions With Integrated Variables, Vector Error Correction Models, and Common Trends 16. Compositional and Count Time Series 17. State Space Models 18. Some Concluding Remarks
Responsibility: Terence C. Mills.

Abstract:

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Reviews

Editorial reviews

Publisher Synopsis

"In in his usual clear and masterful way, Terence Mills gives the reader a clear understanding of the central topics of modern time series analysis. This book is a `must read' for students across a Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/1083205326> # Applied time series analysis : a practical guide to modeling and forecasting
    a schema:MediaObject, schema:Book, schema:CreativeWork ;
    library:oclcnum "1083205326" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/5508711672#Topic/time_series_analysis> ; # Time-series analysis
    schema:about <http://experiment.worldcat.org/entity/work/data/5508711672#Topic/mathematics_probability_&_statistics_general> ; # MATHEMATICS / Probability & Statistics / General
    schema:about <http://experiment.worldcat.org/entity/work/data/5508711672#Topic/mathematics_applied> ; # MATHEMATICS / Applied
    schema:about <http://dewey.info/class/519.55/e23/> ;
    schema:author <http://experiment.worldcat.org/entity/work/data/5508711672#Person/mills_terence_c> ; # Terence C. Mills
    schema:bookFormat schema:EBook ;
    schema:datePublished "2019" ;
    schema:description "Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/5508711672> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/1057646417> ;
    schema:name "Applied time series analysis : a practical guide to modeling and forecasting"@en ;
    schema:productID "1083205326" ;
    schema:url <https://www.sciencedirect.com/science/book/9780128131176> ;
    schema:url <https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1914285> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1914285> ;
    schema:workExample <http://worldcat.org/isbn/9780128131183> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/1083205326> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/5508711672#Person/mills_terence_c> # Terence C. Mills
    a schema:Person ;
    schema:familyName "Mills" ;
    schema:givenName "Terence C." ;
    schema:name "Terence C. Mills" ;
    .

<http://experiment.worldcat.org/entity/work/data/5508711672#Topic/mathematics_applied> # MATHEMATICS / Applied
    a schema:Intangible ;
    schema:name "MATHEMATICS / Applied"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/5508711672#Topic/mathematics_probability_&_statistics_general> # MATHEMATICS / Probability & Statistics / General
    a schema:Intangible ;
    schema:name "MATHEMATICS / Probability & Statistics / General"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/5508711672#Topic/time_series_analysis> # Time-series analysis
    a schema:Intangible ;
    schema:name "Time-series analysis"@en ;
    .

<http://worldcat.org/isbn/9780128131183>
    a schema:ProductModel ;
    schema:isbn "0128131187" ;
    schema:isbn "9780128131183" ;
    .

<http://www.worldcat.org/oclc/1057646417>
    a schema:CreativeWork ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/1083205326> ; # Applied time series analysis : a practical guide to modeling and forecasting
    .

<http://www.worldcat.org/title/-/oclc/1083205326>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/1083205326> ; # Applied time series analysis : a practical guide to modeling and forecasting
    schema:dateModified "2019-04-29" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.