Book: Time Series Analysis: Forecasting & Control
Author: George E.P. Box
Pages: 592
Format: pdf
Language: English
ISBN10: 0130607746
This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application —forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
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