An introduction to state space time series analysis /:
This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical int...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford :
Oxford University Press,
2007.
|
| Series: | Practical econometrics series.
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| Subjects: | |
| Online Access: | DE-862 DE-863 |
| Summary: | This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. - ;Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are n. |
| Physical Description: | 1 online resource (xiv, 174 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780191527944 0191527947 9780199228874 0199228876 9786611150174 661115017X 9781435618091 1435618092 1281150177 9781281150172 |
Staff View
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| 245 | 1 | 3 | |a An introduction to state space time series analysis / |c Jacques J.F. Commandeur, Siem Jan Koopman. |
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| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. - ;Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are n. | ||
| 505 | 0 | |a List of Figures; List of Tables; 1. Introduction; 2. The local level model; 3. The local linear trend model; 4. The local level model with seasonal; 5. The local level model with explanatory variable; 6. The local level model with intervention variable; 7. The UK seat belt and inflation models; 8. General treatment of univariate state space models; 9. Multivariate time series analysis*; 10. State space and Box-Jenkins methods for time series analysis; 11. State space modelling in practice; 12. Conclusions; APPENDIX A. UK drivers KSI and petrol price. | |
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| contents | List of Figures; List of Tables; 1. Introduction; 2. The local level model; 3. The local linear trend model; 4. The local level model with seasonal; 5. The local level model with explanatory variable; 6. The local level model with intervention variable; 7. The UK seat belt and inflation models; 8. General treatment of univariate state space models; 9. Multivariate time series analysis*; 10. State space and Box-Jenkins methods for time series analysis; 11. State space modelling in practice; 12. Conclusions; APPENDIX A. UK drivers KSI and petrol price. |
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| genre | Electronic books. |
| genre_facet | Electronic books. |
| id | ZDB-4-EBA-ocn191028338 |
| illustrated | Illustrated |
| indexdate | 2025-04-11T08:35:59Z |
| institution | BVB |
| isbn | 9780191527944 0191527947 9780199228874 0199228876 9786611150174 661115017X 9781435618091 1435618092 1281150177 9781281150172 |
| language | English |
| oclc_num | 191028338 |
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| physical | 1 online resource (xiv, 174 pages) : illustrations |
| psigel | ZDB-4-EBA FWS_PDA_EBA ZDB-4-EBA |
| publishDate | 2007 |
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| publisher | Oxford University Press, |
| record_format | marc |
| series | Practical econometrics series. |
| series2 | Practical econometrics series |
| spelling | Commandeur, Jacques J. F. https://id.oclc.org/worldcat/entity/E39PBJm4QcfDvwMBK7RBbfqxXd http://id.loc.gov/authorities/names/n93002346 An introduction to state space time series analysis / Jacques J.F. Commandeur, Siem Jan Koopman. Oxford : Oxford University Press, 2007. 1 online resource (xiv, 174 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Practical econometrics series Includes bibliographical references and index. Print version record. This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. - ;Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are n. List of Figures; List of Tables; 1. Introduction; 2. The local level model; 3. The local linear trend model; 4. The local level model with seasonal; 5. The local level model with explanatory variable; 6. The local level model with intervention variable; 7. The UK seat belt and inflation models; 8. General treatment of univariate state space models; 9. Multivariate time series analysis*; 10. State space and Box-Jenkins methods for time series analysis; 11. State space modelling in practice; 12. Conclusions; APPENDIX A. UK drivers KSI and petrol price. English. State-space methods. http://id.loc.gov/authorities/subjects/sh85127512 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Méthodes de l'espace état. Série chronologique. MATHEMATICS Probability & Statistics Time Series. bisacsh State-space methods fast Time-series analysis fast Electronic books. Koopman, S. J. (Siem Jan) https://id.oclc.org/worldcat/entity/E39PBJtcMmxYthWRx97xxqDQbd http://id.loc.gov/authorities/names/n00008824 has work: An introduction to state space time series analysis (Text) https://id.oclc.org/worldcat/entity/E39PCGRPtbdxGmHTFVJD4GR83P https://id.oclc.org/worldcat/ontology/hasWork Print version: Commandeur, Jacques J.F. Introduction to state space time series analysis. Oxford : Oxford University Press, 2007 9780199228874 0199228876 (DLC) 2007299410 (OCoLC)123374304 Practical econometrics series. |
| spellingShingle | Commandeur, Jacques J. F. An introduction to state space time series analysis / Practical econometrics series. List of Figures; List of Tables; 1. Introduction; 2. The local level model; 3. The local linear trend model; 4. The local level model with seasonal; 5. The local level model with explanatory variable; 6. The local level model with intervention variable; 7. The UK seat belt and inflation models; 8. General treatment of univariate state space models; 9. Multivariate time series analysis*; 10. State space and Box-Jenkins methods for time series analysis; 11. State space modelling in practice; 12. Conclusions; APPENDIX A. UK drivers KSI and petrol price. State-space methods. http://id.loc.gov/authorities/subjects/sh85127512 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Méthodes de l'espace état. Série chronologique. MATHEMATICS Probability & Statistics Time Series. bisacsh State-space methods fast Time-series analysis fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85127512 http://id.loc.gov/authorities/subjects/sh85135430 |
| title | An introduction to state space time series analysis / |
| title_auth | An introduction to state space time series analysis / |
| title_exact_search | An introduction to state space time series analysis / |
| title_full | An introduction to state space time series analysis / Jacques J.F. Commandeur, Siem Jan Koopman. |
| title_fullStr | An introduction to state space time series analysis / Jacques J.F. Commandeur, Siem Jan Koopman. |
| title_full_unstemmed | An introduction to state space time series analysis / Jacques J.F. Commandeur, Siem Jan Koopman. |
| title_short | An introduction to state space time series analysis / |
| title_sort | introduction to state space time series analysis |
| topic | State-space methods. http://id.loc.gov/authorities/subjects/sh85127512 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Méthodes de l'espace état. Série chronologique. MATHEMATICS Probability & Statistics Time Series. bisacsh State-space methods fast Time-series analysis fast |
| topic_facet | State-space methods. Time-series analysis. Méthodes de l'espace état. Série chronologique. MATHEMATICS Probability & Statistics Time Series. State-space methods Time-series analysis Electronic books. |
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