Time Series Analysis: Regression Techniques

Time Series Analysis: Regression Techniques
ISBN-10
0803931352
ISBN-13
9780803931350
Series
Time Series Analysis
Category
Mathematics
Pages
100
Language
English
Published
1990
Publisher
SAGE
Author
Charles W. Ostrom

Description

"The text gives a good basis for understanding the ideas of the time series models and estimation, without overwhelming readers with the complexity of the subject." --Journal of the American Statistical Association Completely revised and updated, this second edition of Time Series Analysis examines techniques for the study of change based on regression analysis. Ostrom demonstrates how these regression techniques may be employed for hypothesis testing, estimating, and forecasting. In addition, analysis strategies for both lagged and nonlagged models are presented and alternative time-dependent processes are explored.

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