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Introduction to time series analysis / Mark Pickup, Simon Fraser University.

By: Material type: TextTextSeries: Quantitative applicationsPublication details: Los Angeles : SAGE, 2015.Description: xviii, 208 p. ; 22 cmISBN:
  • 9781452282015 (pbk. : alk. paper)
Subject(s): DDC classification:
  • 519.5/5 23
Contents:
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Item type Current library Call number Status Barcode
Books - Open Access Books - Open Access Faculty of Economics and Management Book Bank - FEMA 519.55 PIC (Browse shelf(Opens below)) Available 001177813
Books - Open Access Books - Open Access Faculty of Economics and Management Book Bank - FEMA 519.55 PIC (Browse shelf(Opens below)) Available 001277633

Includes bibliographical references (pages 197-202) and index.

Thinking time-serially -- Fundamental concepts in time series analys is -- Static time series models and ordinary least squares estimation - - Introducing dynamic time series models -- Autoregressive moving avera ge (arma) models -- Models for integrated and cointegrated data.

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