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Introduction to Time Series and Forecasting
 
 

Introduction to Time Series and Forecasting [Hardcover]

Peter J. Brockwell , Richard A. Davis
5.0 out of 5 stars  See all reviews (5 customer reviews)
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From the reviews: "The emphasis is on hands-on experience and the friendly software that accompanies the book serves the purpose admirably. ... The authors should be congratulated for making the subject accessible and fun to learn. The book is a pleasure to read and highly recommended. I regard it as the best introductory text in town." ISI Short Book Reviews

Book Description

This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.

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Front Cover | Copyright | Table of Contents | Excerpt | Index
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5.0 out of 5 stars (5 customer reviews)
 
 
 
 
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5.0 out of 5 stars good book!! good price!!, May 9 2012
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This review is from: Introduction to Time Series and Forecasting (Hardcover)
it saved me almost 40 dollars, and it delivered on the 3rd day which is really fast. The book is NEW. SO GOOD! I think i'll buy all my textbooks from Amazon from now on.
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5.0 out of 5 stars Great book for a great price, Feb 11 2004
This review is from: Introduction to Time Series and Forecasting (Hardcover)
This is one of those books that you can't find much cons to it. The book is inexpensive, and it's unbelievably lightweight. The material is rich, and yet easy to understand. The author actually brings you step by step from elementary to theorectical proofs.
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5.0 out of 5 stars excellent introduction for students and practitioners, July 8 2002
By 
Michael R. Chernick "statman13" (Malvern, PA) - See all my reviews
(REAL NAME)   
This review is from: Introduction to Time Series and Forecasting (Hardcover)
In contrast to their graduate text "Time Series: Theory and Methods" this book is more elementary and introductory and is pitched at the advanced undergraduate level requiring only calculus, elementary statistics and matrix algebra. It gives very good coverage to a wide variety of time series models and includes some nonstationary models. In this second edition the chapter on nonstationary models includes the latest coverage of ARCH and GARCH models presented in a way that I found very accessible.

Computations are done with ITSM and in this edition the ITSM 2000 version 7.0 edition is included on a CD so that students can reproduce the authors' calculations and run analyses of their own.

Another nice feature of the text that distinguishes it from other texts at this level is the introduction of multivariate time series, coverage of state space models, chaos and cointegration. Ideas are illustrated with examples. Important theory is discussed but is kept brief and theorems and proofs are not given to the extent of their other more theoretical text.

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