Overview
- Authors:
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Peter J. Brockwell
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Mathematics Department, Royal Melbourne Institute of Technology, Melbourne, Australia
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Richard A. Davis
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Department of Statistics, Colorado State University, Fort Collins, USA
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Table of contents (9 chapters)
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- Peter J. Brockwell, Richard A. Davis
Pages 1-8
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- Peter J. Brockwell, Richard A. Davis
Pages 9-59
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- Peter J. Brockwell, Richard A. Davis
Pages 60-65
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- Peter J. Brockwell, Richard A. Davis
Pages 66-71
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- Peter J. Brockwell, Richard A. Davis
Pages 72-85
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- Peter J. Brockwell, Richard A. Davis
Pages 86-90
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- Peter J. Brockwell, Richard A. Davis
Pages 91-94
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- Peter J. Brockwell, Richard A. Davis
Pages 95-100
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- Peter J. Brockwell, Richard A. Davis
Pages 101-107
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Back Matter
Pages 108-118
About this book
The analysis of time series data is an important aspect of data analysis across a wide range of disciplines, including statistics, mathematics, business, engineering, and the natural and social sciences. This package provides both an introduction to time series analysis and an easy-to-use version of a well-known time series computing package called Interactive Time Series Modelling. The programs in the package are intended as a supplement to the text Time Series: Theory and Methods, 2nd edition, also by Peter J. Brockwell and Richard A. Davis. Many researchers and professionals will appreciate this straightforward approach enabling them to run desk-top analyses of their time series data. Amongst the many facilities available are tools for: ARIMA modelling, smoothing, spectral estimation, multivariate autoregressive modelling, transfer-function modelling, forecasting, and long-memory modelling. This version is designed to run under Microsoft Windows 3.1 or later. It comes with two diskettes: one suitable for less powerful machines (IBM PC 286 or later with 540K available RAM and 1.1 MB of hard disk space) and one for more powerful machines (IBM PC 386 or later with 8MB of RAM and 2.6 MB of hard disk space available).
Reviews
" Although it has such an easy-to use appearance and a menu driven structure, the programs are surprisingly flexible and many sophisticated time series analyses can be carried out with the package." (Journal of the American Statistical Association)
Authors and Affiliations
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Mathematics Department, Royal Melbourne Institute of Technology, Melbourne, Australia
Peter J. Brockwell
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Department of Statistics, Colorado State University, Fort Collins, USA
Richard A. Davis
