📖 The Scoop
Table of Contents Preface 1 Introduction 1 2 Autocorrelation Function and Spectrum of Stationary Processes 21 3 Linear Stationary Models 46 4 Linear Nonstationary Models 89 5 Forecasting 131 6 Model Identification 183 7 Model Estimation 224 8 Model Diagnostic Checking 308 9 Seasonal Models 327 10 Transfer Function Models 373 11 Identification, Fitting, and Checking of Transfer Function Models 407 12 Intervention Analysis Models and Outlier Detection 462 13 Aspects of Process Control 483 Collection of Tables and Charts 533 Collection of Time Series Used for Examples in the Text and in Exercises 540 References 556 Exercises and Problems 569 Index 589.
Genre: Mathematics / Probability & Statistics / Time Series (fancy, right?)
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