How Long to Read Elements of Multivariate Time Series Analysis

How Long Does it Take to Read Elements of Multivariate Time Series Analysis?

It takes the average reader 4 hours and 46 minutes to read Elements of Multivariate Time Series Analysis by Gregory C. Reinsel

Assuming a reading speed of 250 words per minute. Learn more

Description

The use of methods of time series analysis in the study of multivariate time series has become of increased interest in recent years. Although the methods are rather well developed and understood for univarjate time series analysis, the situation is not so complete for the multivariate case. This book is designed to introduce the basic concepts and methods that are useful in the analysis and modeling of multivariate time series, with illustrations of these basic ideas. The development includes both traditional topics such as autocovariance and auto correlation matrices of stationary processes, properties of vector ARMA models, forecasting ARMA processes, least squares and maximum likelihood estimation techniques for vector AR and ARMA models, and model checking diagnostics for residuals, as well as topics of more recent interest for vector ARMA models such as reduced rank structure, structural indices, scalar component models, canonical correlation analyses for vector time series, multivariate unit-root models and cointegration structure, and state-space models and Kalman filtering techniques and applications. This book concentrates on the time-domain analysis of multivariate time series, and the important subject of spectral analysis is not considered here. For that topic, the reader is referred to the excellent books by Jenkins and Watts (1968), Hannan (1970), Priestley (1981), and others.

How long is Elements of Multivariate Time Series Analysis?

Elements of Multivariate Time Series Analysis by Gregory C. Reinsel is 278 pages long, and a total of 71,724 words.

This makes it 94% the length of the average book. It also has 88% more words than the average book.

How Long Does it Take to Read Elements of Multivariate Time Series Analysis Aloud?

The average oral reading speed is 183 words per minute. This means it takes 6 hours and 31 minutes to read Elements of Multivariate Time Series Analysis aloud.

What Reading Level is Elements of Multivariate Time Series Analysis?

Elements of Multivariate Time Series Analysis is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Elements of Multivariate Time Series Analysis?

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