This is the best book for Time Series. It's well written and full of examples and exercises. Chapter 2 and 3 are the difficult parts. You can read them a few times at first. Then after you finish chapter 4-6, come back to read 2 and 3 again and you will grasp a great deal out of it.
Time series analysis univariate and multivariate methods
β Scribed by Wei, William W. S., author
- Publisher
- [Boston] : Pearson
- Year
- 2019
- Tongue
- English
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
xxii, 614 pages ; 24 cm
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An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series AnalysisβUnivariate and Multivariate Methods, this new work by William W.S. Wei focuses on hi
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