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Introduction to time series using stata / Sean Becketti.

By: Material type: TextTextPublication details: Texas : Stata Press, c2013.Description: xxv, 443 p. : ill. ; 24 cmISBN:
  • 9781597181327
Subject(s): DDC classification:
  • 000SA.3 23 B396
Contents:
1. Just enough stata -- 2. Just enough statistics -- 3. Filtering time-series data -- 4. A first pass at forecasting -- 5. Autocorrelated disturbances -- 6. Univariate time-series models -- 7. Modeling a real-world time series -- 8. Time varying volatility -- 9. Models of multiple time series -- 10. Models of nonstationary time series -- 11. Closing observations-- References-- Author index-- Subject index.
Summary: Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 000SA.3 B396 (Browse shelf(Opens below)) Available 135943
Total holds: 0

Includes bibliographical references and index.

1. Just enough stata --
2. Just enough statistics --
3. Filtering time-series data --
4. A first pass at forecasting --
5. Autocorrelated disturbances --
6. Univariate time-series models --
7. Modeling a real-world time series --
8. Time varying volatility --
9. Models of multiple time series --
10. Models of nonstationary time series --
11. Closing observations--
References--
Author index--
Subject index.

Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool.

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