ARMA model identification
ByoungSeon Choi
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at 250 WPM3h 36m
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ARMA model identification
Published
1992
Publisher
Island Press
Pages
216
ISBN-13
9781461397465
Description
During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.
Subjects
Random coefficient autoregressive models
Models for dependent time series
New directions in econometric practice
The Cointegrated VAR Model
Likelihood-based inference in cointegrated vector autoregressive models
ARCH models for financial applications
Frequently Asked Questions
How many pages are in ARMA model identification?
This edition of ARMA model identification has approximately 216 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read ARMA model identification?
For most readers, ARMA model identification typically takes between 4h 30m and 3h 0m to complete. This is based on the book's length of approximately 54,000 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 3h 36m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 8 days • Estimated word count: 54,000 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of ARMA model identification?
The estimated word count for ARMA model identification is approximately 54,000 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of ARMA model identification?
ARMA model identification was written by ByoungSeon Choi.
When was ARMA model identification published?
The publication date for this specific edition is 1992. The original work may have been published on a different date.