If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
Help
If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windowsbased computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series modelbuilding are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menudriven and can be used with minimal investment of time in the computational details.The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and statespace models, with an optional chapter on spectral analysis. Many additional special topics are also covered.New to this edition:A chapter devoted to Financial Time SeriesIntroductions to Brownian motion, Lvy processes and It calculusAn expanded section on continuoustime ARMA processes
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
<div class="dynamic-checkout__content" id="dynamic-checkout-cart" data-shopify="dynamic-checkout-cart"> <shopify-accelerated-checkout-cart wallet-configs="[{"supports_subs":true,"supports_def_opts":false,"name":"shop_pay","wallet_params":{"shopId":73758048501,"merchantName":"Ergodebooks","personalized":true}},{"supports_subs":false,"supports_def_opts":false,"name":"amazon_pay","wallet_params":{"checkoutLanguage":"en_US","ledgerCurrency":"USD","placement":"Cart","sandbox":false,"merchantId":"A1G1ZY975O1T6J","productType":"PayAndShip","design":"C0002"}},{"supports_subs":true,"supports_def_opts":false,"name":"paypal","wallet_params":{"shopId":73758048501,"countryCode":"US","merchantName":"Ergodebooks","phoneRequired":true,"companyRequired":false,"shippingType":"shipping","shopifyPaymentsEnabled":true,"hasManagedSellingPlanState":false,"requiresBillingAgreement":false,"merchantId":"L873BZSC9NMQS","sdkUrl":"https://www.paypal.com/sdk/js?components=buttons\u0026commit=false\u0026currency=USD\u0026locale=en_US\u0026client-id=AbasDhzlU0HbpiStJiN1KRJ_cNJJ7xYBip7JJoMO0GQpLi8ePNgdbLXkC7_KMeyTg8tnAKW4WKrh9qmf\u0026merchant-id=L873BZSC9NMQS\u0026intent=authorize"}}]" access-token="c0f52a66b386e9fa5c0ab4c2febc737c" buyer-country="US" buyer-locale="en" buyer-currency="USD" shop-id="73758048501" cart-id="2f0ec3aa5d98c9e0e1ba4d70301cad8a" enabled-flags="["ce346acf"]" > <div class="wallet-button-wrapper"> <ul class='wallet-cart-grid wallet-cart-grid--skeleton' role="list" data-shopify-buttoncontainer="true"> <li data-testid='grid-cell' class='wallet-cart-button-container'><div class='wallet-cart-button wallet-cart-button__skeleton' role='button' disabled aria-hidden='true'> </div></li><li data-testid='grid-cell' class='wallet-cart-button-container'><div class='wallet-cart-button wallet-cart-button__skeleton' role='button' disabled aria-hidden='true'> </div></li><li data-testid='grid-cell' class='wallet-cart-button-container'><div class='wallet-cart-button wallet-cart-button__skeleton' role='button' disabled aria-hidden='true'> </div></li> </ul> </div> </shopify-accelerated-checkout-cart> <small id="shopify-buyer-consent" class="hidden" aria-hidden="true" data-consent-type="subscription"> One or more of the items in your cart is a deferred, subscription, or recurring purchase. By continuing, I agree to the <span id="shopify-subscription-policy-button">cancellation policy</span> and authorize you to charge my payment method at the prices, frequency and dates listed on this page until my order is fulfilled or I cancel, if permitted. </small> </div>
Stay in the know
Subscribe to our newsletter and stay updated on latest offers, discounts and events near you.
For MAP (Minimum Advertised Price) violations and Intellectual Property (IP) or Trademark concerns, please contact:
support@ergodebooks.com
⚠️ California Proposition 65 Warning: Some products sold on this website may expose you to chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm. For more information, visit www.P65Warnings.ca.gov.