How Long to Read State-Space Methods for Time Series Analysis

How Long Does it Take to Read State-Space Methods for Time Series Analysis?

It takes the average reader 4 hours and 30 minutes to read State-Space Methods for Time Series Analysis by Jose Casals

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

Description

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values. Exploring the advantages of this approach, State-Space Methods for Time Series Analysis: Theory, Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form. After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction, describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model, and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here, and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables. Web Resource The authors’ E4 MATLAB® toolbox offers all the computational procedures, administrative and analytical functions, and related materials for time series analysis. This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work.

How long is State-Space Methods for Time Series Analysis?

State-Space Methods for Time Series Analysis by Jose Casals is 270 pages long, and a total of 67,500 words.

This makes it 91% the length of the average book. It also has 82% more words than the average book.

How Long Does it Take to Read State-Space Methods for Time Series Analysis Aloud?

The average oral reading speed is 183 words per minute. This means it takes 6 hours and 8 minutes to read State-Space Methods for Time Series Analysis aloud.

What Reading Level is State-Space Methods for Time Series Analysis?

State-Space Methods for 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 State-Space Methods for Time Series Analysis?

State-Space Methods for Time Series Analysis by Jose Casals is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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