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Time series analysis: with applications in R

By: Cryer, Jonathan D.
Contributor(s): Chan, Kung-sik.
Series: Springer texts in statistics. Publisher: New York Springer Science+Business Media 2008Edition: 2nd ed.Description: xiii, 491 p.ISBN: 9780387759586.Subject(s): Time-series analysis - Data processing R (Computer program language)DDC classification: 519.550285 Summary: 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. Source: http://search.barnesandnoble.com
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Item type Current location Call number Status Date due Barcode
Books Vikram Sarabhai Library
519.550285 C7T4 (Browse shelf) Checked out 10/08/2020 167222

Includes bibliographical references (p. 477-486) and index

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. Source: http://search.barnesandnoble.com

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