Emphasizing and providing a broad coverage of methodology, this comprehensive book is of interest to a variety of people in the applied sciences who want to know how time series can be used in their areas of research. The book provides useful examples that show the operational details and purpose of the methods. It covers methods extensively, and illustrates them with numerous figures, tables and examples using many real-life time series data sets. The book also introduces univariate and multivariate time series models and methods which are useful for analyzing, modeling, and forecasting data collected sequentially in time, and provides a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses, and it gives extensive coverage of both univariate and multivariate time series methods, including the most recently developed techniques in the field.
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Most Helpful Customer Reviews
25 of 25 people found the following review helpful:
5.0 out of 5 stars
a really nicely written book on multivariate time series,
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This review is from: Time Series Analysis: Univariate and Multivariate Methods (Paperback)
This book provides a well-written and rigorous coverage of univariate time series, particularly the time domain models of Box and Jenkins. Its outstanding feature, however, is its treatment of multivariate time series modeling. It is the only book that I know of, that provides a clear and to the point picture of successful multivariate approaches. A little discussion of more recent multivariate advances can be found in Kennedy's 4th edition of his "A Guide to Econometrics".
8 of 9 people found the following review helpful:
4.0 out of 5 stars
Good book for learning time series analysis in full depth,
By A Customer
This review is from: Time Series Analysis: Univariate and Multivariate Methods (Paperback)
This book gives a thorough analysis of the basis of time series analysis from the basic AR and MA-processes up to ARMA, ARIMA-processes. It also gives you a brief introduction to intervention, seasonal, vector and interruption analyses. A drawback however is the inept use of relevant software to produce more accurate parameter-estimates. I used this book as one of my graduate courses and it gives a proper background to help you understand time series analysis.
4 of 4 people found the following review helpful:
5.0 out of 5 stars
Great book,
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This review is from: Time Series Analysis : Univariate and Multivariate Methods (2nd Edition) (Paperback)
This is the best book for Time Series. It's well written and full of examples and exercises. Chapter 2 and 3 are the difficult parts. You can read them a few times at first. Then after you finish chapter 4-6, come back to read 2 and 3 again and you will grasp a great deal out of it.
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