It assumes knowledge only of basic calculus, matrix algebra and elementary statistics.
This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing.
The book can also be used in conjunction with other time series packages such as those included in R.
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The programs in ITSM however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered. Designed for use in full-year courses introducing univariate and multivariate time series and forecasting at the advanced undergraduate and graduate levels Exercise problems at the end of each chapter reinforce the methods through use of the programs to study provided data sets Appendix teaches ITSM Professional package available as a free download ; all material is easily applied to R packages and other programs.
Read ITSM for Windows: A User s Guide to Time Series Modelling and Forecasting Ebook Free
Peter J. Brockwell and Richard A. Richard A. Dunsmuir, winner of the Koopmans Prize.
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Introduction to Time Series and Forecasting (Springer Texts in Statistics)
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