Time series analysis : forecasting and control
George E. P. Box (Author), Gwilym M. Jenkins (Author), Gregory C. Reinsel (Author)
"Time Series Analysis: Forecasting and Control" by George E. P. Box, Gwilym M. Jenkins, and Gregory C. Reinsel is a seminal work that delves into the construction and application of stochastic models for time series data. The book is organized into four parts: Part I introduces stochastic models and their forecasting applications; Part II focuses on model building, identification, estimation, and diagnostic checking; Part III covers transfer function models and their identification, fitting, and checking; and Part IV discusses the design of discrete control schemes. Throughout, the authors provide numerous examples from finance, economics, engineering, and other related fields, illustrating the practical applications of the methods discussed. The book also includes a collection of tables and charts, as well as a selection of time series used for examples and exercises, enhancing its utility as both a reference and a textbook. This comprehensive approach makes it a valuable resource for researchers and practitioners in time series analysis, econometrics, finance, and related fields
Print Book, English, 1994
Third edition
Prentice Hall, Englewood Cliffs, N.J., 1994