- #1
- 22,170
- 3,327
- Author: James Douglas Hamilton
- Title: Time Series Analysis
- Amazon Link: https://www.amazon.com/dp/0691042896/?tag=pfamazon01-20
Last edited by a moderator:
Time Series Analysis by Hamilton
- Context: Prob/Stats
- Thread starter micromass
- Start date
Click For Summary
SUMMARY
The forum discussion centers on James Douglas Hamilton's book "Time Series Analysis," which is available on Amazon. While the author has not personally utilized Hamilton's work, they recommend the book by George E. P. Box and Gwilym M. Jenkins, as well as the contributions of Robert H. Shumway and David S. Stoffer. The consensus indicates that Tsay's methodologies are regarded as standard in the field of time series analysis.
PREREQUISITES- Familiarity with time series data concepts
- Understanding of statistical modeling techniques
- Knowledge of Box-Jenkins methodology
- Basic proficiency in R or Python for time series analysis
- Study the Box-Jenkins methodology for time series forecasting
- Learn about the ARIMA model and its applications
- Explore the "forecast" package in R for time series analysis
- Investigate the "statsmodels" library in Python for time series modeling
Data scientists, statisticians, and researchers involved in time series analysis and forecasting who seek to deepen their understanding of established methodologies and tools.
Similar threads
- · Replies 1 ·
- · Replies 13 ·
- · Replies 34 ·
- · Replies 5 ·
Applied
Integrals, Series and Products
- · Replies 1 ·
- · Replies 10 ·
- · Replies 2 ·
- · Replies 4 ·