Time Series Analysis : Univariate and Multivariate Methods

Rating:
Summary: Not only concise ,but also helpful
Review: I read this one when I was a graduate student in the Institute of Statistics.I really love this book.At that time,our textbook is Box and Jenkins' Time series....I also love their book...But this one is especially a good one...I really get impression about the useful of time series...I had met the writer on a conference..He is really a gentleman...and a nice guy.....I think everyone wants to know time series better ...should not miss this book...There are two different approaches about time series: one is the time domain and the other is the frequency domain...This book contains both....

Rating:
Summary: Good book for learning time series analysis in full depth
Review: This book gives a thorough analysis of the basis of time series analysis from the basic AR and MA-processes up to ARMA, ARIMA-processes. It also gives you a brief introduction to intervention, seasonal, vector and interruption analyses. A drawback however is the inept use of relevant software to produce more accurate parameter-estimates. I used this book as one of my graduate courses and it gives a proper background to help you understand time series analysis.

Rating:
Summary: Not only concise ,but also helpful
Review: This book provides a well-written and rigorous coverage of univariate time series, particularly the time domain models of Box and Jenkins. Its outstanding feature, however, is its treatment of multivariate time series modeling. It is the only book that I know of, that provides a clear and to the point picture of successful multivariate approaches. A little discussion of more recent multivariate advances can be found in Kennedy's 4th edition of his "A Guide to Econometrics".

Rating:
Summary: nice coverage of multivariate time series
Review: This book provides a well-written and rigorous coverage of univariate time series, particularly the time domain models of Box and Jenkins. Its outstanding feature, however, is its treatment of multivariate time series modeling. It is the only book that I know of, that provides a clear and to the point picture of successful multivariate approaches. A little discussion of more recent multivariate advances can be found in Kennedy's 4th edition of his "A Guide to Econometrics".