Preface 1. Introduction Part I. Exploratory Analysis of Economic Time Series: 2. The graphical display of time series 3. Summarising time series 4. Transforming and smoothing time series Part II. The Modelling of Univariate Economic Time Series: 5. Stationary stochastic time series models 6. Modelling nonstationary processes 7. Forecasting using ARIMA models 8. ARIMA model building 9. Exponential smoothing and its relationship to ARIMA modelling 10. Modelling seasonal time series 11. Further topics in univariate time series modelling Part III. The Modelling of Multivariate Economic Time Series: 12. Intervention analysis and the detection of outliers 13. Transfer function-noise models 13. Transfer function-noise models 14. Multiple time series modelling Part IV. Nonlinear Time Series Models: 15. Conditional variance models and related topics 16. State dependent models References Index.
Preface 1. Introduction Part I. Exploratory Analysis of Economic Time Series: 2. The graphical display of time series 3. Summarising time series 4. Transforming and smoothing time series Part II. The Modelling of Univariate Economic Time Series: 5. Stationary stochastic time series models 6. Modelling nonstationary processes 7. Forecasting using ARIMA models 8. ARIMA model building 9. Exponential smoothing and its relationship to ARIMA modelling 10. Modelling seasonal time series 11. Further topics in univariate time series modelling Part III. The Modelling of Multivariate Economic Time Series: 12. Intervention analysis and the detection of outliers 13. Transfer function-noise models 13. Transfer function-noise models 14. Multiple time series modelling Part IV. Nonlinear Time Series Models: 15. Conditional variance models and related topics 16. State dependent models References Index.
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