ISBN: 9780521405737 - forecasting, structural time series (29 resultados)

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Trade paperback. Revised ed. Trade paperback (US). Glued binding. 572 p. Contains: Unspecified. Audience: General/trade. Very good. light shelfwear, previous owner name on first page.

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Soft cover. Condición: Very good+. No Dj as Issued. Fourth Printing. 554 pp. Blue wraps with white text have some wear/bending to the corners and along the edges but otherwise show no signs of previous use. Size: Octavo. Book.

Paperback. Condición: Very Good. In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

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Paperback. Condición: New. Revised ed. In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK. …

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Condición: New. In English.

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Condición: New. pp. 572 Index.

Soft cover. Condición: VG+. 554 pages in very good, clean condition. Blue softcovers with white titles. Very light wear on corners and edges. VG+. Book.

Condición: New. 1991. Reprint. Paperback. This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. Num Pages: 572 pages, 45 line diagrams, indexes, appendixes. BIC Classification: KCH; PBT. Category: (P) Professional & Vocational. Dimension: 228 x 155 x 35. Weight in Grams: 870. 572 pages, 45 line diagrams, indexes, appendixes. This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. Cateogry: (P) Professional & Vocational. BIC Classification: KCH; PBT. Dimension: 228 x 155 x 35. Weight: 890. . . . . . Books ship from the US and Ireland. …

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.…

Condición: New. 1991. Reprint. Paperback. This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. Num Pages: 572 pages, 45 line diagrams, indexes, appendixes. BIC Classification: KCH; PBT. Category: (P) Professional & Vocational. Dimension: 228 x 155 x 35. Weight in Grams: 870. 572 pages, 45 line diagrams, indexes, appendixes. This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. Cateogry: (P) Professional & Vocational. BIC Classification: KCH; PBT. Dimension: 228 x 155 x 35. Weight: 890. . . . . . …

Paperback. Condición: New. Revised ed. In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK. …

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Condición: New. Print on Demand pp. 572 Figure, 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.

Condición: New. PRINT ON DEMAND pp. 572, Abbreviations Acknowledgements.

Paperback. Condición: new. Paperback. This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. This technique was originally developed in control engineering but is becoming increasingly important in economics and operations research. The book is primarily concerned with modeling economic and social time series and with addressing the special problems that the treatment of such series pose. This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.Inhaltsver.…