<p>Applied <a href="https://bbs.pinggu.org/thread-1412011-1-1.html">Time Series Analysis</a> Examples</p><p></p><p><br></p><p> </p><p></p><p>【书名】Applied Time Series Analysis Examples<br>【文件格式】PDF<br>【文件大锌2.80MB<br>【页数】190<br>【资料类别】数学讲义<br>【扫描版还是影印版】电子清晰版<br>【是否缺页】不缺章节<br>【关键词】Mathematics, Time Series<br>【内容简介】Used in the Time Series Introduction classes in Graduate School of Business University of Chicago<br>【目录】<br>Example 1. Generated MA(1) 4 pages<br>Example 2. Generated MA(2) 3 pages<br>Example 3. Generated AR(1) 4 pages<br>Example 4. Generated AR(2) 3 pages<br>Example 5. Batch Data 7 pages<br>Example 6. Generated ARIMA(0,1,1) 9 pages<br>Example 7. Box-Jenkins-Reinsel Series A 7 pages<br>Example 8. Box-Jenkins-Reinsel Series C 8 pages<br>Example 9. Monthly rate of 3-mon T-Bill 9 pages<br>Example 10. Quarterly US Real GNP 11 pages<br>Example 11. Airline passenger Data 12 pages<br>Example 12.Monthly Average Ozone Data 14 pages<br>Example 13. Crest Market Share Data 9 pages<br>Example 14. Production Data 7 pages<br>Example 15. Weekly Sales of Food Product 12 pages<br>Example 16. Generated ARIMA(0,1c, 1) 3 pages<br>Example 17. AO and IO outliers for AR(1) 7 pages<br>Example 18. Generated GARCH(1,1) 8 pages<br>Example 19. GARCH Model for SP500 Index 8 pages</p>