A Primer on Time-Series Modeling for Practitioners

A Primer on Time-Series Modeling for Practitioners

By: SUMMERS (author)Paperback

1 - 2 weeks availability


This book provides a concise, user-friendly guide to modeling time series data, with an emphasis on economic applications. Topics covered include the basics of ARIMA modeling, testing for unit roots and co-integration, various models for trending series, GARCH and stochastic volatility models, and models with structural breaks. The book uses a minimum of technical detail, and all techniques are fully explained and illustrated, in clear, easy-to-follow steps. The book will be a valuable resource for any businessperson seeking to analyze and understand trends in the larger economic environment. Practitioners working in such areas as economics, finance, marketing, public administration, and non-profit organizations should find it particularly useful.

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Product Details

  • publication date: 01/01/2015
  • ISBN13: 9781606495568
  • Format: Paperback
  • Number Of Pages: 150
  • ID: 9781606495568
  • ISBN10: 1606495569

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  • Saver Delivery: Yes
  • 1st Class Delivery: Yes
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