MARC details
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05684cam a2200469 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20221101185346.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
991126s2000 caua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
99062662 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0127678700 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780127678702 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b10162021 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(DLC) 99062662 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)42954729 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Modifying agency |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HA30.3. |
| Item number |
Y34 2000 |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
300.285 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Yaffee, Robert A., |
| Relator term |
author. |
| 9 (RLIN) |
1039306 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Introduction to time series analysis and forecasting : |
| Remainder of title |
with applications in SAS and SPSS / |
| Statement of responsibility, etc. |
Robert A. Yaffee with Monnie McGee. |
| 246 30 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Time series analysis and forecasting : |
| Remainder of title |
With applications in SAS and SPSS |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
San Diego : |
| Name of producer, publisher, distributor, manufacturer |
Academic Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2000] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2000 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxv, 528 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Title |
Preface -- |
| -- |
Introduction and Overview: -- |
| -- |
Purpose -- |
| -- |
Time Series -- |
| -- |
Missing Data -- |
| -- |
Sample Size -- |
| -- |
Representativeness -- |
| -- |
Scope of Application -- |
| -- |
Stochastic and Deterministic Processes -- |
| -- |
Stationarity -- |
| -- |
Methodological Approaches -- |
| -- |
Importance -- |
| -- |
Notation -- |
| -- |
Extrapolative and Decomposition Models: -- |
| -- |
Introduction -- |
| -- |
Goodness-of-Fit Indicators -- |
| -- |
Average Techniques -- |
| -- |
Exponential Smoothing -- |
| -- |
Decomposition Methods -- |
| -- |
New Features of Census X-12 -- |
| -- |
Introduction of Box-Jenkins Time Series Analysis: -- |
| -- |
Introduction -- |
| -- |
The importance of Time Series Analysis Modeling -- |
| -- |
Limitations -- |
| -- |
Assumptions -- |
| -- |
Time Series -- |
| -- |
Tests for Nonstationarity -- |
| -- |
Stabilizing the Variance -- |
| -- |
Structural or Regime Stability -- |
| -- |
Strict Stationarity -- |
| -- |
Implications of Stationarity -- |
| -- |
The Basic ARIMA Model: -- |
| -- |
Introduction to ARIMA -- |
| -- |
Graphical Analysis of Time Series Data -- |
| -- |
Basic Formulation of the Autoregressive Integrated Moving Average Model -- |
| -- |
The Sample Autocorrelation Function -- |
| -- |
The Standard Error of the ACF -- |
| -- |
The Bounds of Stationarity and Invertibility -- |
| -- |
The Sample Partial Autocorrelation Function -- |
| -- |
Bounds of Stationarity and Invertibility Reviewed -- |
| -- |
Other Sample Autocorrelation Funcations -- |
| -- |
Tentative Identification of Characteristic Patterns of Integrated, Autoregressive, Moving Average, and ARMA Processes -- |
| -- |
Seasonal ARIMA Models: -- |
| -- |
Cyclicity -- |
| -- |
Seasonal Nonstationarity -- |
| -- |
Seasonal Differencing -- |
| -- |
Multiplicative Seasonal Models -- |
| -- |
The Autocorrelation Structure of Seasonal ARIMA Models -- |
| -- |
Stationarity and Invertibility of Seasonal ARIMA Model -- |
| -- |
A Modeling Strategy for the Seasonal ARIMA Model -- |
| -- |
Programming Seasonal Multiplicative Box-Jenkins Models -- |
| -- |
Alternative Methods of Modeling Seasonality -- |
| -- |
The Question of Deterministic or Stochastic Seasonality -- |
| -- |
Estimation and Diagnosis: -- |
| -- |
Introduction -- |
| -- |
Estimation -- |
| -- |
Diagnosis of the Model -- |
| -- |
Metadiagnosis and Forecasting: -- |
| -- |
Introduction -- |
| -- |
Metadiagnosis -- |
| -- |
Forecasting with Box-Jenkins Models -- |
| -- |
Characteristics of the Optimal Forecast -- |
| -- |
Basic Combination of Forecast -- |
| -- |
Forecast Evaluation -- |
| -- |
Statistical Package Forecast Syntax -- |
| -- |
Regression Combination of Forecasts -- |
| -- |
Intervention Analysis: -- |
| -- |
Introduction: Event Interventions and Their Impacts -- |
| -- |
Assumptions of the Event Intervention (Impact Model) -- |
| -- |
Impact Analysis Theory -- |
| -- |
Significance Tests for Impulse Response Functions -- |
| -- |
Modeling Strategies for Impact Analysis -- |
| -- |
Programming Impact Analysis -- |
| -- |
Applications of Impact Analysis -- |
| -- |
Advantages of Intervention Analysis -- |
| -- |
Limitations of Intervention Analysis -- |
| -- |
Transfer Function Models: -- |
| -- |
Definition of a Transfer Function -- |
| -- |
Importance -- |
| -- |
Theory of the Transfer Function Model -- |
| -- |
Modeling Strategies -- |
| -- |
Cointegration -- |
| -- |
Long-Run and Short-Run Effects in Dynamic Regression -- |
| -- |
Basic Characteristics of a Good Time Series Model -- |
| -- |
Autoregressive Error Models: -- |
| -- |
The Nature of Serial Correlation of Error -- |
| -- |
Sources of Autoregressive Error -- |
| -- |
Autoregressive Models with Serially Correlated Errors -- |
| -- |
Tests for Serial Correlation of Error -- |
| -- |
Corrective Algorithms for Regression Models with Autocorrelated Error -- |
| -- |
Forecasting with Autocorrelated Error Models -- |
| -- |
Programming Regression with Autocorrelated Errors -- |
| -- |
Autoregression in Combining Forecasts -- |
| -- |
Models with Stochastic Variance -- |
| -- |
A Review of Model and Forecast Evaluation: -- |
| -- |
Model and Forecat Evaluation -- |
| -- |
Model Evaluation -- |
| -- |
Comparative Forecast Evaluation -- |
| -- |
Comparison of Individual Forecast Methods -- |
| -- |
Comparison of Combined Forecast Models -- |
| -- |
Power Analysis and Sample Size Determination for Well-Known Time Series Models: -- |
| -- |
Census X-11 -- |
| -- |
Box-Jenkins Models -- |
| -- |
Tests for Nonstationarity -- |
| -- |
Intervention Analysis and Transfer Functions -- |
| -- |
Regression with Autoregressive Errors -- |
| -- |
Conclusion. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Machine converted from AACR2 source record. |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
SAS (Computer file) |
| 9 (RLIN) |
312976 |
| 630 #0 - SUBJECT ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
SPSS (Computer file) |
| 9 (RLIN) |
312986 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Social sciences |
| General subdivision |
Statistical methods. |
| 9 (RLIN) |
370520 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Social sciences |
| General subdivision |
Statistical methods |
| -- |
Computer programs |
| 9 (RLIN) |
371212 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Social sciences |
| General subdivision |
Forecasting |
| -- |
Computer programs. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Social prediction |
| General subdivision |
Computer programs |
| 9 (RLIN) |
769709 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Time-series analysis |
| General subdivision |
Computer programs |
| 9 (RLIN) |
769714 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
McGee, Monnie, |
| Relator term |
author. |
| 9 (RLIN) |
1039308 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b10162021 |
| b |
18-02-20 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
300.285 YAF |
| g |
1 |
| i |
A283285B |
| j |
0 |
| l |
nmain |
| o |
- |
| p |
$208.55 |
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0 |
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8 |
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1 |
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.i10402044 |
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28-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
(2)b |
| -- |
(2)n |
| Operator's initials, OID (RLIN) |
06-04-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
cau |
| -- |
0 |
