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Multivariate time series analysis

por Tsay, Ruey S.

Autores adicionales: Tsay, Ruey S. -- 1951-

Series: Wiley series in probability and statistics Publicado por : Wiley (Hoboken (Nueva Jersey, Estados Unidos)) Detalles físicos: 492 páginas ISBN:9781118617908 .

Tema(s): Análisis de series de tiempo | R (Lenguaje de programación para computadores) | Modelos económicos | Estadística matemática | Matemáticas

Año : 2014

Existencias ( 1 )
Notas de título ( 2 )

Tipo de ítem	Ubicación actual	Colección	Signatura	Copia número	Estado	Fecha de vencimiento	Código de barras	Reserva de ítems
Libro	Claustro 4to piso	Libro	519.55 T877mu (Navegar estantería)	Ej.1	Disponible		100148213

Total de reservas: 0

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Previo	519.55 S562s Time series analysis and its applications :	519.55 S562s Time series analysis and its applications :	519.55 T583im Introduction to time series analysis and forecasting	519.55 T877mu Multivariate time series analysis	519.55 W415 Time series analysis univariate and multivariate methods	519.55 W415T Time series analysis : univariate and multivariate methods	519.550285 B396in Introduction to time series using Stata	Siguiente

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Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"