Forecasting structural time series de harvey (50 resultados)

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Paperback. Condición: Very Good. Reprint. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

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.

paperback. Condición: Good. Most items will be dispatched the same or the next working day. A copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned.…

Hardcover. Condición: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

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: Good. I found only 1 highlight. Otherwise very good or better with minimal signs of use.

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Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

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. …

Condición: New.

Condición: New. In English.

Condición: As New. Unread book in perfect condition.

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. …

Soft cover. Condición: Very Good+. 554 pages in very good condition. Pages are clean and unmarked with several figures and graphs throughout. Previous owner's signature on the half-title page. Page edges are lightly smudged. Bound in blue card covers with white titles. Lightly worn around the edges. Covers are lightly scratched. VG+. Book. …

hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New. 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. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 37. Weight in Grams: 1010. . 1990. 1st Edition. hardcover. . . . . …