In this revised edition, some additional topics have been added to the original version, and certain existing materials have been expanded, in an attempt to pro- vide a more complete coverage of the topics of time-domain multivariate time series modeling and analysis. The most notable new addition is an entirely new chapter that gives accounts on various topics that arise when exogenous vari- ables are involved in the model structures, generally through consideration of the so-called ARMAX models; this includes some consideration of multivariate linear regression models with ARMA noise...
In this revised edition, some additional topics have been added to the original version, and certain existing materials have been expanded, in an atte...
-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...
Praise for the Fourth Edition
-The book follows faithfully the style of the original edition. The approach is heav...
