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Applications of Computer Aided Time Series Modeling

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Applications of Computer Aided Time Series Modeling
Bag om Applications of Computer Aided Time Series Modeling

Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml).

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387947518
  • Indbinding:
  • Paperback
  • Sideantal:
  • 335
  • Udgivet:
  • 15. november 1996
  • Udgave:
  • 11997
  • Størrelse:
  • 234x156x18 mm.
  • Vægt:
  • 534 g.
  • 8-11 hverdage.
  • 16. januar 2025

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Beskrivelse af Applications of Computer Aided Time Series Modeling

Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml).

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