1.

Record Nr.

UNINA9911014876703321

Autore

Jencks, Charles

Titolo

Architecture 2000 : predictions and methods / Charles Jencks

Pubbl/distr/stampa

London, : Studio Vista, 1971

ISBN

0289798434

0289798442

Descrizione fisica

128 p. : ill. ; 21x20 cm

Collana

New concepts of architecture

Locazione

DARST

Collocazione

DE FUSCO 726

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910971230303321

Autore

Commandeur Jacques J. F

Titolo

An introduction to state space time series analysis / / Jacques J.F. Commandeur, Siem Jan Koopman

Pubbl/distr/stampa

Oxford, : Oxford University Press, 2007

ISBN

0-19-160780-0

1-281-15017-7

9786611150174

0-19-152794-7

1-4356-1809-2

Edizione

[1st ed.]

Descrizione fisica

1 online resource (189 p.)

Collana

Practical econometrics series

Altri autori (Persone)

KoopmanS. J (Siem Jan)

Disciplina

519.55

Soggetti

State-space methods

Time-series analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia



Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Contents; List of Figures; List of Tables; 1. Introduction; 2. The local level model; 3. The local linear trend model; 4. The local level model with seasonal; 5. The local level model with explanatory variable; 6. The local level model with intervention variable; 7. The UK seat belt and inflation models; 8. General treatment of univariate state space models; 9. Multivariate time series analysis*; 10. State space and Box-Jenkins methods for time series analysis; 11. State space modelling in practice; 12. Conclusions; APPENDIX A. UK drivers KSI and petrol price

APPENDIX B. Road traffic fatalities in Norway and FinlandAPPENDIX C. UK front and rear seat passengers KSI; APPENDIX D. UK price changes; Bibliography; Index

Sommario/riassunto

This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. - ;Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are n