Lutkepohl, Helmut.

New introduction to multiple time series analysis [electronic resource] / Helmut Lutkepohl. - Berlin : New York : Springer, c2005.

Previous edition : Introduction to multiple time series analysis, 1993.

Includes bibliographical references (p. [713]-732) and indexes.

Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner.

3540401725 (hd.bd.)

2005927322


Time-series analysis.

QA280 / .L874 2005