000 02399cam a22004217i 4500
001 20791080
003 VITAP
005 20250425155616.0
008 181226t20192019enka b 001 0 eng d
010 _a 2018968317
015 _aGBB918872
_2bnb
016 7 _a019226600
_2Uk
020 _a9780128131176
020 _a0128131179
020 _z9780128131183
_q(ePub ebook)
035 _a(OCoLC)on1057646417
040 _aYDX
_beng
_cVITAP
_erda
_dBDX
_dOCLCQ
_dUKMGB
_dOCLCO
_dOCLCF
_dZWU
_dOCLCQ
_dDLC
042 _alccopycat
050 0 0 _aQA280
_b.M544 2019
082 0 4 _a519.55 MIL
_223
100 1 _aMills, Terence C.,
_eauthor.
245 1 0 _aApplied Time Series Analysis :
_bA Practical Guide to Modeling And Forecasting /
_cTerence C. Mills.
264 1 _aLondon :
_bAcademic Press,
_c[2019]
264 4 _c©2019
300 _axiii, 339 pages :
_billustrations ;
_c23 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
500 _aIt include index pages
504 _aIncludes bibliographical references (pages 315-327) and index
505 0 _aTime 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.
650 0 _aTime-series analysis.
650 7 _aTime-series analysis.
_2fast
_0(OCoLC)fst01151190
776 0 8 _iEbook version :
_z9780128131183
906 _a7
_bcbc
_ccopycat
_d2
_encip
_f20
_gy-gencatlg
942 _2ddc
_cREF
999 _c46808
_d46808