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Applied Time Series Analysis

A Practical Guide to Modeling and Forecasting

1st Edition - January 22, 2019

Author: Terence C. Mills

Language: English
Paperback ISBN:
9 7 8 - 0 - 1 2 - 8 1 3 1 1 7 - 6
eBook ISBN:
9 7 8 - 0 - 1 2 - 8 1 3 1 1 8 - 3

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing… Read more

Applied Time Series Analysis

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Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.