Analysing time series: proceedings of the international conference held on Guernsey, Channel Islands, October 1979
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam [u.a.]
North-Holland
1980
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VI, 419 S. graph. Darst. |
| ISBN: | 0444854649 |
Internformat
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Datensatz im Suchindex
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CONTENTS
O.D. ANDERSON, International Time Series Meeting (ITSM):
Guernsey, Channel Islands, 22-26 October, 1979 1
A.P. ANDERSEN and N.R. LOMB, Yet Another Look at Two
Classical Time Series 5
O.D. ANDERSON and J.G. DE GOOIJER, Distinguishing certain
Stationary Time Series Models from their Nonstationary
Approximations and Improved Box-Jenkins Forecasting 21
O.D. ANDERSON, A New Approach to ARMA Modeling: Some
Comments 43
F. BATTAGLIA, Maximization of Average Coherence in nXl
Linear Filters of Time Series 73
S. BIFFIGNANDI, The Monetary Base Components: A Statistical
Analysis of the Italian Time Series 77
E. BORA-SENTA and S. KOUNIAS, Parameter Estimation and
Order Determination of Autoregressive Model's 93
R. CARBONE, AEP, A New Approach to Time Series Analysis
and Forecasting 109
B. CHANDRA, Incorporating the Effect of Policy Decisions
in Forecasting Methodology 119
E. DE ALBA and D.L. ZARTMAN, Testing Outliers in Time Series:
An Application to Remotely Sensed Temperatures in Cattle 127
L.M. EBY, Prediction of Autoregressive Multivariate Time
Series with an Application to Certain Models of Spatial
Time Series 139
J.M. FISHER, The Art of Seasonal Adjustment: A Guide to the
Perplexed 153
M. HUZII, On an ARIMA Model and Estimation of Parameters
for Prediction 169
G. HYMAN and D. BOOTH, The Choice of a Multivariate Time
Series Model 177
E.F. KASPER, A Multichannel Forecasting System ('PREGNO')
for Stochastic Evolutive Economic Problems 195
P.W. OTTER and D.T. TEMPELAAR, Kalman and Box-Jenkins
Estimators in a Simulation Study 203
S.M. PANDIT, Data Dependent Systems and Exponential
Smoothing 217
N.W. POLHEMUS, Analysis and Modeling of Time Series via
Interactive Computer Graphics 239
v
vi Table of Contents
J. PRINS, Interactive Multivariate Time Series Analysis 269
D. REVENSTORF, A. KESSLER, L. SCHINDLER, K. MAHLWEG and
E. BLUEMNER, Time Series Analysis: Clinical Applications
Evaluating Intervention Effects in Diaries 291
D.M. ROCKE and G.W. DOWNS, Time Series with Episodic
Disruptions 313
P. SHAMAN, Approximate Maximum Likelihood Estimation of a
Step Function Spectral Density 327
W.B. STRONGE and S. VAN DER PLOEG, A Transfer Function
Analysis of the Influence of Relative Excess Monetary
Growth on the Deutschemark - U.S. Dollar Exchange Rate 339
G. THURY, The Use of Transfer Function Models for Purposes
of Macroeconomic Forecasting: Some Empirical Evidence
for Austria 349
J.R. VARGAS, The Use of Quarterly Time Series in
Macroeconometric Models in Latin America 365
W.W.S. WEI and J. MEHTA, Temporal Aggregation and Information
Loss in a Distributed Lag Model 391
O.D. ANDERSON, TSA F: A Force to Reckon With? 401 |
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| indexdate | 2024-07-20T07:36:07Z |
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| spelling | Analysing time series proceedings of the international conference held on Guernsey, Channel Islands, October 1979 ed. by O. D. Anderson Amsterdam [u.a.] North-Holland 1980 VI, 419 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Série chronologique - Congrès Séries chronologiques ram Time-series analysis Congresses Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1979 Guernsey gnd-content Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Anderson, Oliver D. 1940- Sonstige (DE-588)171959647 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001488559&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Analysing time series proceedings of the international conference held on Guernsey, Channel Islands, October 1979 Série chronologique - Congrès Séries chronologiques ram Time-series analysis Congresses Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)1071861417 |
| title | Analysing time series proceedings of the international conference held on Guernsey, Channel Islands, October 1979 |
| title_auth | Analysing time series proceedings of the international conference held on Guernsey, Channel Islands, October 1979 |
| title_exact_search | Analysing time series proceedings of the international conference held on Guernsey, Channel Islands, October 1979 |
| title_full | Analysing time series proceedings of the international conference held on Guernsey, Channel Islands, October 1979 ed. by O. D. Anderson |
| title_fullStr | Analysing time series proceedings of the international conference held on Guernsey, Channel Islands, October 1979 ed. by O. D. Anderson |
| title_full_unstemmed | Analysing time series proceedings of the international conference held on Guernsey, Channel Islands, October 1979 ed. by O. D. Anderson |
| title_short | Analysing time series |
| title_sort | analysing time series proceedings of the international conference held on guernsey channel islands october 1979 |
| title_sub | proceedings of the international conference held on Guernsey, Channel Islands, October 1979 |
| topic | Série chronologique - Congrès Séries chronologiques ram Time-series analysis Congresses Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Série chronologique - Congrès Séries chronologiques Time-series analysis Congresses Zeitreihenanalyse Konferenzschrift 1979 Guernsey |
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