Timeline for Learning material about time series
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 9, 2012 at 23:18 | comment | added | naught101 | This is an excellent answer. Thanks for the descriptions. I borrowed Chatfield from my library, and it's very readable. I'm going to get a copy of both it and Brockwell and Davis. | |
| Apr 19, 2011 at 22:26 | comment | added | Wesley Burr | I'm coming at time series from an applied perspective, so I started as an engineer, then moved into statistics. All the (and by no means has my exploration been comprehensive) books and papers I've read that came at time series from an econometrics point of view have been 'different'. I'm not sure I can describe it any better, but there's always subtle differences in notation or approaches that don't jive with mainstream statistical time series analysis. It's not that one is better than the other, but simply that for best overall coverage, general approaches win. | |
| Apr 19, 2011 at 20:25 | comment | added | mpiktas | +1, although I cannot understand disdain for econometrics. The OP mentions regression, for which I do not think spectral methods are useful. And I am curious about non-standard notation, could you elaborate more on that? | |
| Apr 19, 2011 at 16:14 | comment | added | Christopher Aden | +1. Brockwell & Davis is a really strong text for general time series. | |
| Apr 19, 2011 at 15:57 | history | answered | Wesley Burr | CC BY-SA 3.0 |