Book of Donmon Teith

Many analyses of time series data involve multiple, related variables. Modeling Multiple Time Series presents many specification choices and special challenges.

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 highl

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 r

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic