Mills, Terence C., <br/><br/>
Applied Time Series Analysis :  A Practical Guide to Modeling And Forecasting / 
Terence C. Mills. 
 - xiii, 339 pages :  illustrations ;  23 cm 
<br/><br/> It include index pages 
<br/><br/>Includes bibliographical references (pages 315-327) and index 
<br/><br/>Time series and their features -- Transforming time series -- ARMA models for stationary time series -- ARIMA models for nonstationary time series -- Unit roots, difference and trend stationarity, and fractional differencing -- Breaking and nonlinear trends -- An introduction to forecasting with univariate models -- Unobserved component models, signal extraction, and filters -- Seasonality and exponential smoothing -- Volatility and generalized autoregressive conditional heteroskedastic processes -- Nonlinear stochastic processes -- Transfer functions and autoregressive distributed lag modeling -- Vector autoregressions and Granger causality -- Error corection, spurious regressions, and cointegration -- Vector autoregressions with integrated variables, vector error correction models, and common trends -- Compositional and count time series -- State space models. 
<br/><br/><label>ISBN: </label>9780128131176 0128131179 
<br/><br/><label>LCCN: </label>2018968317 
<br/><br/><label>Nat. Bib. No.: </label>GBB918872  bnb 
<br/><br/><label>Nat. Bib. Agency Control No.: </label>019226600  Uk 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Time-series analysis.<br/>Time-series analysis.
<br/><br/><label>LC Class. No.: </label>QA280  / .M544 2019 
<br/><br/><label>Dewey Class. No.: </label>519.55 MIL