Applied Time Series Analysis
eBook - ePub

Applied Time Series Analysis

A Practical Guide to Modeling and Forecasting

  1. 354 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Applied Time Series Analysis

A Practical Guide to Modeling and Forecasting

About this book

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.- Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail- Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study- Covers both univariate and multivariate techniques in one volume- Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R- Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices- Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Applied Time Series Analysis by Terence C. Mills in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2019
Print ISBN
9780128131176
eBook ISBN
9780128131183
Topic
Economics
Subtopic
Econometrics
Index
Economics

Table of contents

  1. Cover image
  2. Title page
  3. Table of Contents
  4. Copyright
  5. Introduction
  6. Chapter 1. Time Series and Their Features
  7. Chapter 2. Transforming Time Series
  8. Chapter 3. ARMA Models for Stationary Time Series
  9. Chapter 4. ARIMA Models for Nonstationary Time Series
  10. Chapter 5. Unit Roots, Difference and Trend Stationarity, and Fractional Differencing
  11. Chapter 6. Breaking and Nonlinear Trends
  12. Chapter 7. An Introduction to Forecasting With Univariate Models
  13. Chapter 8. Unobserved Component Models, Signal Extraction, and Filters
  14. Chapter 9. Seasonality and Exponential Smoothing
  15. Chapter 10. Volatility and Generalized Autoregressive Conditional Heteroskedastic Processes
  16. Chapter 11. Nonlinear Stochastic Processes
  17. Chapter 12. Transfer Functions and Autoregressive Distributed Lag Modeling
  18. Chapter 13. Vector Autoregressions and Granger Causality
  19. Chapter 14. Error Correction, Spurious Regressions, and Cointegration
  20. Chapter 15. Vector Autoregressions With Integrated Variables, Vector Error Correction Models, and Common Trends
  21. Chapter 16. Compositional and Count Time Series
  22. Chapter 17. State Space Models
  23. Chapter 18. Some Concluding Remarks
  24. References
  25. Index