Mills, Terence C. creator text bibliography enk Cambridge New York Cambridge University Press 1990 monographic eng

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x, 377 p. : ill. ; 24 cm. Machine derived contents note: 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. Terence C. Mills. Includes bibliographical references (p. 349-370) and index. Includes indexes. Economics, Mathematical Time-series analysis Econometrics Mathematical models Statistics Economic theory Overseas item 330.028 MIT 0521343399 0521405742 (Pbk.) 89007187 DLC 890324 20160508145202.0 1067782 eng