[PDF] Trending Multiple Time Series eBook

Author : Patrick T. Brandt
Publisher : SAGE
Page : 121 pages
File Size : 35,6 MB
Release : 2007
Category : Mathematics
ISBN : 1412906563

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Many analyses of time series data involve multiple, related variables. Modeling Multiple Time Series presents many specification choices and special challenges. This book reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. The text focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. Specification, estimation, and inference using these models is discussed. The authors also review arguments for and against using multi-equation time series models. Two complete, worked examples show how VAR models can be employed. An appendix discusses software that can be used for multiple time series models and software code for replicating the examples is available. Key Features: * Offers a detailed comparison of different time series methods and approaches. * Includes a self-contained introduction to vector autoregression modeling. * Situates multiple time series modeling as a natural extension of commonly taught statistical models.

Author : Rob J Hyndman
Publisher : OTexts
Page : 380 pages
File Size : 48,54 MB
Release : 2018-05-08
Category : Business & Economics
ISBN : 0987507117

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Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Author : Edward James Hannan
Publisher : John Wiley & Sons
Page : 556 pages
File Size : 23,4 MB
Release : 1970
Category : Mathematics
ISBN :

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The Wiley Series in Probability and Statistics is a collection of topics of current research interests in both pure and applied statistics and probability developments in the field and classical methods. This series provides essential and invaluable reading for all statisticians, whether in academia, industry, government, or research.

Author : Gebhard Kirchgässner
Publisher : Springer Science & Business Media
Page : 326 pages
File Size : 47,11 MB
Release : 2012-10-09
Category : Business & Economics
ISBN : 3642334350

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This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.

Author : Helmut Lütkepohl
Publisher : Springer Science & Business Media
Page : 792 pages
File Size : 29,34 MB
Release : 2007-07-26
Category : Business & Economics
ISBN : 9783540262398

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This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it.

Author : Paul S.P. Cowpertwait
Publisher : Springer Science & Business Media
Page : 262 pages
File Size : 18,76 MB
Release : 2009-05-28
Category : Mathematics
ISBN : 0387886982

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This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website http://staff.elena.aut.ac.nz/Paul-Cowpertwait/ts/. The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research.

Author : Shashank Shekhar
Publisher : Packt Publishing Ltd
Page : 184 pages
File Size : 15,82 MB
Release : 2018-12-19
Category : Computers
ISBN : 1788999568

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Integrate open source data analytics and build business intelligence on SQL databases with Apache Superset. The quick, intuitive nature for data visualization in a web application makes it easy for creating interactive dashboards. Key FeaturesWork with Apache Superset's rich set of data visualizationsCreate interactive dashboards and data storytellingEasily explore dataBook Description Apache Superset is a modern, open source, enterprise-ready business intelligence (BI) web application. With the help of this book, you will see how Superset integrates with popular databases like Postgres, Google BigQuery, Snowflake, and MySQL. You will learn to create real time data visualizations and dashboards on modern web browsers for your organization using Superset. First, we look at the fundamentals of Superset, and then get it up and running. You'll go through the requisite installation, configuration, and deployment. Then, we will discuss different columnar data types, analytics, and the visualizations available. You'll also see the security tools available to the administrator to keep your data safe. You will learn how to visualize relationships as graphs instead of coordinates on plain orthogonal axes. This will help you when you upload your own entity relationship dataset and analyze the dataset in new, different ways. You will also see how to analyze geographical regions by working with location data. Finally, we cover a set of tutorials on dashboard designs frequently used by analysts, business intelligence professionals, and developers. What you will learnGet to grips with the fundamentals of data exploration using SupersetSet up a working instance of Superset on cloud services like Google Compute EngineIntegrate Superset with SQL databasesBuild dashboards with SupersetCalculate statistics in Superset for numerical, categorical, or text dataUnderstand visualization techniques, filtering, and grouping by aggregationManage user roles and permissions in SupersetWork with SQL LabWho this book is for This book is for data analysts, BI professionals, and developers who want to learn Apache Superset. If you want to create interactive dashboards from SQL databases, this book is what you need. Working knowledge of Python will be an advantage but not necessary to understand this book.

Author : T. Mills
Publisher : Springer
Page : 184 pages
File Size : 29,12 MB
Release : 2003-05-15
Category : Business & Economics
ISBN : 0230595529

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Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.