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Time Series Analysis: Univariate and Multivariate Methods (Classic Version), 2nd edition

  • William W.S. Wei
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Time Series Analysis, 2nd Edition is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field. With its broad coverage of methodology, it is a useful reference for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. It offers a balanced treatment between theory and applications.

This title is part of the Pearson Modern Classics series. Pearson Modern Classics are acclaimed titles at a value price.

Published by Pearson (May 26th 2023) - Copyright © 2023

ISBN-13: 9780137981465

Table of Contents

  1. Overview
    • 1.1 Introduction
    • 1.2 Examples and Scope of This Book
  2. Fundamental Concepts
    • 2.1 Stochastic Processes
    • 2.2 The Autocovariance and Autocorrelation Functions
    • 2.3 The Partial Autocorrelation Function

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