Box, G . E. P. and Pierce, D. A,, 'Distribution of residual autocorrelations in autoregressive integrated moving average time series models',
Time series analysis: A comprehensive introduction for social scientists, Gottman, John M. Cambridge: Cambridge University Press, 1981. Price: £18.50. Pages: 400
✍ Scribed by Richard T. Baillie
- Publisher
- John Wiley and Sons
- Year
- 1984
- Tongue
- English
- Weight
- 204 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0277-6693
No coin nor oath required. For personal study only.
✦ Synopsis
not, as yet, with very few exceptions, received much coverage in the textbooks. A chapter covering the recent Journal of the Royal Statistical Society literature, e.g. Prothero and Wallis (1976) and work cited therein, would have provided a useful complement to the last chapter's discussion of regression which, it may be argued, is somewhat limited. The omission is doubly unfortunate since one would presume that the author is extremely well placed to provide a balanced view of the different approaches.
Notwithstanding this, the author is to be congratulated on providing a most useful addition to the time series analysis bookshelf.
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