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Time Series Analysis

With Applications in R

Paperback Engels 2010 2e druk 9781441926135
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Samenvatting

This book has been developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. A unique feature of this edition is its integration with the R computing environment. Basic applied statistics is assumed through multiple regression. Calculus is assumed only to the extent of minimizing sums of squares but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology.

Specificaties

ISBN13:9781441926135
Taal:Engels
Bindwijze:paperback
Aantal pagina's:491
Uitgever:Springer New York
Druk:2

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Inhoudsopgave

Fundamental Concepts.- Trends.- Models For Stationary Time Series.- Models For Nonstationary Time Series.- Model Specification.- Parameter Estimation.- Model Diagnostics.- Forecasting.- Seasonal Models.- Time Series Regression Models.- Time Series Models Of Heteroscedasticity.- To Spectral Analysis.- Estimating The Spectrum.- Threshold Models.

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        Time Series Analysis