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

Masanao Aoki

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Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics Softcover reprint of the original 1st ed. 1997 edition

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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