Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics - Masanao Aoki - Books - Springer-Verlag New York Inc. - 9780387947518 - November 15, 1996
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Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics Softcover reprint of the original 1st ed. 1997 edition

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Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml).


335 pages, 220 black & white illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 15, 1996
ISBN13 9780387947518
Publishers Springer-Verlag New York Inc.
Pages 335
Dimensions 155 × 235 × 18 mm   ·   494 g
Language English  
Editor Aoki, Masanao
Editor Havenner, Arthur M.

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