想請問以下時間序列教科書:
1.Analysis of Financial Time Series by TSAY
2.Time Series Analysis With Applications in R by Cryer
3.Introduction to Statistical Time Series by Fuller
4.Time Series: Theory and Methods by Brockwell
5.Applied Econometric Times Series by Enders
原po修過初統和計量,且希望書中能有較多的實例或統計軟體的應用,
請問以上幾本較推薦哪本或有另外推薦的書嗎?
另外想請教以下自修時間序列,具備那些數學能力較好(線代?).
謝謝.
--
All Comments