Applied Time Series Analysis: A Practical Guide to Modeling and Forecasting

by Terence C. Mills

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

354 pages, Paperback

Published February 8, 2019

Reviews

[Emil O. W. Kirkegaard · Rating 2 out of 5]

Not actually practical. Most of the book is filled with arcane equations about strict models, there is no proper discussion about actual use of these. Avoid or at most skim as needed.