Introduction to Modern Time Series Analysis 在线电子书 图书标签: 过程控制 statistics
发表于2024-11-06
Introduction to Modern Time Series Analysis 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse time series which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series Granger causality tests and vector autoregressive models are presented. For real applied work the modelling of nonstationary uni- or multivariate time series is most important. Therefore, unit root and cointegration analysis as well as vector error correction models play a central part. Modelling volatilities of financial time series with autoregressive conditional heteroskedastic models is also treated.
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Introduction to Modern Time Series Analysis 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024