Introduction to time series using stata / Sean Becketti.
Material type:
TextPublication details: Texas : Stata Press, c2013.Description: xxv, 443 p. : ill. ; 24 cmISBN: - 9781597181327
- 000SA.3 23 B396
| 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 |
Browsing ISI Library, Kolkata shelves Close shelf browser (Hides shelf browser)
| No cover image available | No cover image available | |||||||
| 000SA.27 M996 Response surface methodology : | 000SA.2f Y19 Pivotal measures in statistical experiments and sufficiency | 000SA.2f Y19 Pivotal measures in statistical experiments and sufficiency | 000SA.3 B396 Introduction to time series using stata / | 000SA.3 B482 Long-memory processes : | 000SA.3 B857 Time series | 000SA.3 B864 Introduction to time series and forecasting / |
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.
There are no comments on this title.
