Applied Time Series: Analysis and Forecasting
T.M.J.A. Cooray · Medical Entomology and Zoology · 2008
Preface / Abbreviations / Scope of the Book / Analysis of Time Series / Classical Time Series Decomposition / Exponential Smoothing Method / Stationary & Nonstationary Time Series / Stationary Stochastic Processes / The Box-Jenkins ARIMA Methodology / Model Identification and Diagnostics Checking / Applications of Box-Jenkins Methodology / Recursive Estimation of Time Series Models / Recursive Estimation and Time-Varying Parameter Models / Implementation of Recursive Methods in Excel Spread Sheet / Appendix / Glossary of Forecasting Terms / References / Index.