Books for Prep | |
by: William W.S. Wei  List Price: $73.33 Amazon.com's Price: $65.99 You Save: $7.34 (10%)Prices subject to change. Availability: Usually ships in 24 hours
This item ships for FREE with Super Saver Shipping.
Binding: PaperbackDewey Decimal Number: 519.55 EAN: 9780321322166 Edition: 2 ISBN: 0321322169 Label: Addison Wesley Manufacturer: Addison Wesley Number Of Items: 1 Number Of Pages: 624 Publication Date: July 17, 2005 Publisher: Addison Wesley Studio: Addison Wesley Related Items:
Browse for similar items by category: Click to Display Editorial Review: Product Description: 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. Average Rating:
 Rating:  - Very enjoyable for a statistics major..This is a book that has clearly been written with a lot of care. Each topic is explored in detail and nothing important is left to the reader's imagination. Having said this, I can imagine a non-quantitatively oriented reader being frustrated with the content. This is a great book for understanding the theory behind Time Series. Prof. Wei writes very clearly and expresses the concepts very well. One drawback - no code is provided for any of the analysis examples and it seems like the graphics could ... Read More Rating: - a really nicely written book on multivariate time seriesThis 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". Rating:  - Not only concise ,but also helpfulI read this one when I was a graduate student in the Institute of Statistics.I really love this book.At that time,our textbook is Box and Jenkins' Time series....I also love their book...But this one is especially a good one...I really get impression about the useful of time series...I had met the writer on a conference..He is really a gentleman...and a nice guy.....I think everyone wants to know time series better ...should not miss this book...There are two different approaches about time series: ... Read More Rating: - nice coverage of multivariate time seriesThis 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". Rating: - Good book for learning time series analysis in full depthThis 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. 
In association with Amazon.com | |