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Time series analysis : with applications in R

By: Cryer, Jonathan D.
Contributor(s): Chan, Kung-sik.
Material type: materialTypeLabelBookSeries: Springer texts in statistics. Publisher: New York : Springer, c2008Edition: 2nd ed.Description: xiii, 491 p. : ill., map ; 25 cm.ISBN: 0387759581 ; 9780387759586 ; 038775959X ; 9780387759593; 9788132203971.Subject(s): Time-series analysis -- Data processing | R (Computer program language)Online resources: Table of contents
Contents:
Introduction -- 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 -- Introduction to spectral analysis -- Estimating the spectrum -- Threshold models -- Appendix: an introduction to R.
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Item type Current location Collection Call number Status Date due Barcode Item holds
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Mathematics 519.550 CRY-T (Browse shelf) Available 003146
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Includes bibliographical references (p. 477-486) and index.

Introduction -- 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 -- Introduction to spectral analysis -- Estimating the spectrum -- Threshold models -- Appendix: an introduction to R.

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