A Blog on Analytics and Marketing

SAS, Marketing, Predictive Modeling, Statistics

Time Series (1)

Posted by phillippeng on October 15, 2008

Text and Resources on time series:

1. Enders, Walter (2004). Applied Econometrics Time Series, 2nd edition, New York: Wiley & Sons, Inc.
2. Wei, William W.S. (1990). Time Series Analysis: Univariate and Multivariate Methods, New York: Addison-Wesley Publishing Co., Inc.
3. Box, G.E.P., G.M. Jenkins and G.C. Reinsel (1994). Time Series Analysis Forecasting and Control, Third Edition, San Francisco: Holden-Day, Inc.
4. Lutkepohl, Helmut (2005). New Introduction to Multiple Time Series Analysis, 3rd Edition, Springer Verlag.


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