{"product_id":"time-series-analysis","title":"Time Series Analysis","description":"\u003cp\u003e\u003cb\u003ePraise for the \u003ci\u003eFourth Edition \u003c\/i\u003e\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\"The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control.\"\u003cbr\u003e—\u003cb\u003eMathematical Reviews\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eBridging classical models and modern topics, the \u003ci\u003eFifth Edition\u003c\/i\u003e of\u003ci\u003e Time Series Analysis: Forecasting and Control\u003c\/i\u003e maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing  the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the \u003ci\u003eFifth Edition\u003c\/i\u003e continues to serve as one of the most influential and prominent works on the subject.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eTime Series Analysis: Forecasting and Control, Fifth Edition \u003c\/i\u003eprovides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes.  Along with these classical uses, the new edition covers modern topics with new features that include:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eA redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series\u003c\/li\u003e \u003cli\u003eAn expanded chapter on special topics covering  unit root testing,  time-varying volatility  models such as ARCH and GARCH, nonlinear time series models, and long memory models\u003c\/li\u003e \u003cli\u003eNumerous examples drawn from finance, economics, engineering, and other related fields\u003c\/li\u003e \u003cli\u003eThe use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting\u003c\/li\u003e \u003cli\u003eUpdates to literature references throughout and new end-of-chapter exercises\u003c\/li\u003e \u003cli\u003eStreamlined chapter introductions and revisions that update and enhance the exposition\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e\u003ci\u003eTime Series Analysis: Forecasting and Control, Fifth Edition \u003c\/i\u003eis a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.\u003c\/p\u003e","brand":"Greta M. Ljung","offers":[{"title":"Default Title","offer_id":42855385956413,"sku":"9781118675021","price":246.56,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0597\/7689\/2989\/files\/9781118675021_b5a24a7a-62e1-41d6-9bb9-5bd71d7a2a77.jpg?v=1766950315","url":"https:\/\/www.palmleaf.com.au\/products\/time-series-analysis","provider":"Palmleaf","version":"1.0","type":"link"}