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portada Time Series Analysis: With Applications in R
Type
Physical Book
Author
Publisher
Language
English
Pages
491
Format
Paperback
Dimensions
25.1x17.8x3 cm
Weight
0.95 kg.
ISBN
1441926135
ISBN13
9781441926135
Edition No.
0002
Categories

Time Series Analysis: With Applications in R

Kung-Sik Chan (Author) · Jonathan D. Cryer (Author) · Springer · Paperback

Time Series Analysis: With Applications in R - Cryer, Jonathan D. ; Chan, Kung-Sik

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Synopsis "Time Series Analysis: With Applications in R"

This book 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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