Linear Time Series with MATLAB and OCTAVE

Linear Time Series with MATLAB and OCTAVE by Víctor Gómez.

This book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples. As such, it quickly introduces readers to the peculiarities of each subject from...

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Bibliographic Details
Main Author: Gómez, Víctor (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:1st ed. 2019.
Series:Statistics and Computing,
Springer eBook Collection.
Subjects:
Statistics .
Econometrics.
Computer software.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Preface
  • Software Installation
  • Stationarity, VARMA and ARIMA Models
  • VARMAX and Transfer Function Models
  • Unobserved Components in Univariate Series
  • Spectral Analysis
  • Computing Echelon Forms by Polynomial Methods
  • Multivariate Structural Models
  • Cointegrated VARMA Models
  • Simulation of Common Univariate and Multivariate Models
  • The State Space Model
  • SSMMATLAB Examples by Subject
  • Author Index
  • Subject Index.

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