03283nam 2200673Ia 450 991082860400332120200520144314.00-19-160780-01-281-15017-797866111501740-19-152794-71-4356-1809-2(CKB)1000000000482310(EBL)415081(OCoLC)476239851(SSID)ssj0000182927(PQKBManifestationID)11939017(PQKBTitleCode)TC0000182927(PQKBWorkID)10172966(PQKB)11264260(MiAaPQ)EBC415081(Au-PeEL)EBL415081(CaPaEBR)ebr10199686(CaONFJC)MIL115017(MiAaPQ)EBC7036886(Au-PeEL)EBL7036886(EXLCZ)99100000000048231020070404d2007 uy 0engur|n|---|||||txtccrAn introduction to state space time series analysis /Jacques J.F. Commandeur, Siem Jan Koopman1st ed.Oxford Oxford University Press20071 online resource (189 p.)Practical econometrics seriesDescription based upon print version of record.0-19-922887-6 Includes bibliographical references and index.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 priceAPPENDIX B. Road traffic fatalities in Norway and FinlandAPPENDIX C. UK front and rear seat passengers KSI; APPENDIX D. UK price changes; Bibliography; IndexThis 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 nPractical econometrics.State-space methodsTime-series analysisState-space methods.Time-series analysis.519.55Commandeur Jacques J. F1626772Koopman S. J(Siem Jan)495487MiAaPQMiAaPQMiAaPQBOOK9910828604003321An introduction to state space time series analysis3963002UNINA