Time Series Analysis Fourth Edition George E P Box Gwilym M Jenkins by George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel(auth.) 9780470272848, 9781118619193, 0470272848, 1118619196 instant download after payment.

The Fourth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series as well as their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, modern topics are introduced through the book's new features, which include:

• A new chapter on multivariate time series analysis, including a discussion of the challenge that arise with their modeling and an outline of the necessary analytical toolsContent:
  Chapter 1 Introduction (pages 7–18): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 2 Autocorrelation Function and Spectrum of Stationary Processes (pages 21–46): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 3 Linear Stationary Models (pages 47–91): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 4 Linear Nonstationary Models (pages 93–136): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 5 Forecasting (pages 137–191): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 6 Model Identification (pages 195–229): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 7 Model Estimation (pages 231–331): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 8 Model Diagnostic Checking (pages 333–352): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 9 Seasonal Models (pages 353–411): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 10 Nonlinear and Long Memory Models (pages 413–436): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 11 Transfer Function Models (pages 439–472): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 12 Identification, Fitting, and Checking of Transfer Function Models (pages 473–528): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 13 Intervention Analysis Models and Outlier Detection (pages 529–550): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 14 Multivariate Time Series Analysis (pages 551–595): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 15 Aspects of Process Control (pages 599–657): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel