Re: Time series

On Jun 27, 1:54 am, nitish <nitish...@xxxxxxxxx> wrote:
Dear All,

I might have to take up some projects based on time series analysis. I
am interested in going through a few books which explains the basic
concepts and application of time series. Though I am a post graduate
in statistics.I am unable to implement various time series techniques
in real life problems.

So, could you all suggest me some books which talks more about the
application or implementation rather than theory of time series
analysis.

Regards,
Nitish

Nitish,

The standard reference for learning about time series analysis is the
Box and Jenkins textbook published by Holden-Day . Another preferred
book is by W.S. Wei entitled time series analysis published by Addison
and Wellsley.

A pratctical guide might be the Mcleary text published by Sage Press
but like many good things might be out of print.

The web site for AUTOBOX contains tons of material on univariate,
multivariate methos performed in a robust manner i.e. taking into
accounr anomaous data / chamges in level , changes in trend , changes
in parameters, achanges in variance ...to name a few.

AFS provides a piece of Freeware called FREEFORE which might be of
some help as it fully details the steps that one should take in order
to buid/identify/refine and ultimately forecast with a model. No need
to assemble objects that under-shoot the requirements of a good
analysis. Try it you will like it ! http://www.autobox.com/freef,exe
... The good news is it's free ... the good news is it discloses all
the steps .... the good news is that it delivers the final model with
parameters ... BUT THE BAD NEWS IS .... it only gives you a 1 period
out forecast for YOUR DATA but up to 1200 forecasts for OUR DATA.

If you need any help ....pick up the phone and call .. no charge ..

Dave Reilly
Automatic Forecasting Systems
215-675-0652
http://www.autobox.com


.

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