ENGLISH

Time Series Analysis: With Applications in R

By Jonathan D. Cryer , Kung-Sik Chan

Book information

Publisher
Springer
Year
2008
ISBN
9780387759586, 9780387759593, 0387759581, 038775959X
LCC
QA280 .C78 2008
Open Library ID
OL23159028M
Language
english
Format
PDF
Filesize
5 MB (5705435 bytes)
Series
Springer Texts in Statistics
Edition
2nd
Pages
501\501
Library
mexmat
Scanned
no
Time added
2009-07-20 03:45:11

Description

Time Series Analysis With Applications in R, Second Edition, presents an accessible approach to understanding time series models and their applications. Although the emphasis is on time domain ARIMA models and their analysis, the new edition devotes two chapters to the frequency domain and three to time series regression models, models for heteroscedasticty, and threshold models. All of the ideas and methods are illustrated with both real and simulated data sets.A unique feature of this edition is its integration with the R computing environment. The tables and graphical displays are accompanied by the R commands used to produce them. An extensive R package, TSA, which contains many new or revised R functions and all of the data used in the book, accompanies the written text. Script files of R commands for each chapter are available for download. There is also an extensive appendix in the book that leads the reader through the use of R commands and the new R package to carry out the analyses.

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