# Book Time Series Analysis: Forecasting and Control By Gwilym M. Jenkins & Gregory C. Reinsel & Greta M. Ljung PDF

Author :** Gwilym M. Jenkins & Gregory C. Reinsel & Greta M. Ljung**

Edition : **5**

Series : Wiley Series in Probability and Statistics

Pages : **712**

ISBN :** 1118675029, 9781118675021**

Years : **2015**

Language : **English**

Praise for the Fourth Edition

“The **book** follows faithfully the style of the **original edition**. The approach is heavily motivated by real-world **time series**, and by developing a complete approach to model building, estimation, forecasting and control.”

Mathematical Reviews

Bridging classical models and modern topics, **the Fifth Edition of Time Series** Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing **time series**. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as **business**, **finance**, and **engineering**, the **Fifth Edition** continues to serve as one of the most influential and prominent works on the subject.

**Time Series Analysis**: **Forecasting and Control**, **Fifth Edition** provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for** time series** and describes 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, the new edition covers modern topics with new features that include:

* A redesigned chapter on multivariate **time series** analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector **time series**.

* An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear **time series** models, and long memory models.

* Numerous examples drawn from finance, economics, engineering, and other related fields

* The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting.

* Updates to literature references throughout and new end-of-chapter exercises.

* Streamlined chapter introductions and revisions that update and enhance the exposition **Time Series** Analysis: Forecasting and Control, **Fifth Edition** is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The **book** is also an excellent **textbook for beginning** graduate-level courses in advanced statistics, **mathematics**, **economics**, **finance**, **engineering**, and **physics**.

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