Time Series Models: Further Topics

  • David Ruppert
  • David S. Matteson
Part of the Springer Texts in Statistics book series (STS)


>Economic time series often exhibit strong seasonal variation. For example, an investor in mortgage-backed securities might be interested in predicting future housing starts, and these are usually much lower in the winter months compared to the rest of the year.


ARIMA Model Residual Correlation Multivariate Time Series ARMA Process Heteroskedasticity Consistent Standard Error 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • David Ruppert
    • 1
  • David S. Matteson
    • 2
  1. 1.Department of Statistical Science and School of ORIECornell UniversityIthacaUSA
  2. 2.Department of Statistical Science Department of Social StatisticsCornell UniversityIthacaUSA

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