[资料] [下载]Time Series Analysis III [推广有奖]

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hanszhu 发表于 2005-3-6 15:23:00

Online Course/Notes http://ubmail.ubalt.edu/~harsham/stat-data/opre330.htm#rasofm A good, quick reference for basic information/definitions on time series analysis and forecasting.

Online chapter entitled "Likelihood Inference for Spatial Point Processes" http://www.stat.umn.edu/PAPERS/html_prints/points/points.html Contains useful information on Markov Chain Monte Carlo (MCMC) methods, as well as on Markov Chains and Likelihood-based estimation.

Bibliography/Book list http://earth.agu.org/revgeophys/lall01/node4.html This site provides an overview of literature on trend estimation, forecasting, and simulation methods in time series analysis. In addition to simply providing references, the site offers a short summary for each reference. Compiled by U. Lall of Utah State University.

Library of Time Series Data http://www.economagic.com/ Browsable library of time series data, including many major US time series, as well as time series from Japan, Canada, and Europe. Note: a subscription will allow subscribers to get any series in the Economagic database in an Excel file.

Macroeconomic Time Series Data http://www.fgn.unisg.ch/eumacro/macrodata/macroeconomic-time-series.html Collection of annual macroeconomic time series data for the US, Canada, Japan, and many European countries. The site includes web-based graphing capabilities. Data may be viewed and printed in text format.

Online Research Paper ftp://stat.ethz.ch/Research-Reports/87.html Bootstrap for Time Series by Peter Buhlmann, July 1999.