Introduction to Time Series and Forecasting (Springer Texts in Statistics) @ richardeward.com

Introduction to Time Series and Forecasting (Springer Texts in Statistics)
by Peter J. Brockwell, Richard A. Davis
from Springer

Features:

• Kindle Book

Customer Reviews:

• Avg. Customer Rating: 4.0 / 5.0

• What is an introduction?
  The term 'introduction' is odd for a book bristling with mathematical symbols. Some academics don't always understand that people without mathematical training still need to use concepts taught in universities.
  This book is excellent if you've had that training and want to expand your knowledge. It's really an introduction at the top floor of the learning edifice, not the front entrance!
  More positively, the software that comes with it is excellent. The examples are clear enough and you can bypass... more info

• good modern cover of both time and frequency domains
  In contrast to their graduate text "Time Series: Theory and Methods" this book is more elementary and introductory and is pitched at the advanced undergraduate level requiring only calculus, elementary statistics and matrix algebra. It gives very good coverage to a wide variety of time series models and includes some nonstationary models. In this second edition the chapter on nonstationary models includes the latest coverage of ARCH and GARCH models presented in a way that I found very accessible. more info

• good basic intro
  A decent basic introduction covering a lot of topics. It's much more accessible for learning the subject for the first time then many other books which pile on the mathematical notation and obscure the actual meaning of things. The accompanying CD is very nice, although it gets annoying very fast that you're restricted to very small dataset sizes---but it does help in learning. The only two things that are somewhat of a problem with this book are 1) many times, rather than clearly stating "here's the... more info

• When is an Introduction not an Introduction?
  In the process of building a website targeted to those good folks that are striving valiantly to make a living through Internet marketing, you might think that an early objective would be to assemble a library of good reference material. After all, if you are planning on providing sensible information to your readers, then you should have a few good text books on hand to refer to when you need to be sure that some little tidbit of information might actually work. Well, at least I did. So, I have been... more info

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