An edition of Time series analysis (1986)

Time series analysis

with applications in R

2nd ed.
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Last edited by MARC Bot
May 28, 2023 | History
An edition of Time series analysis (1986)

Time series analysis

with applications in R

2nd ed.
  • 0 Ratings
  • 5 Want to read
  • 1 Currently reading
  • 0 Have read

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.

Publish Date
Publisher
Springer
Language
English
Pages
491

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Previews available in: English

Edition Availability
Cover of: Time series analysis
Time series analysis: with applications in R
2008, Springer
in English - 2nd ed.
Cover of: Time Series Analysis
Time Series Analysis: Solutions Manual
June 1, 1991, PWS-Kent Publishing Co, US
Paperback
Cover of: Time series analysis
Time series analysis
1986, Duxbury Press
in English

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Book Details


Table of 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.

Edition Notes

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

Published in
New York
Series
Springer texts in statistics

Classifications

Dewey Decimal Class
519.55/0285
Library of Congress
QA280 .C78 2008, QA273.A1-274.9QA274-, QA273.A1-274.9

The Physical Object

Pagination
xiii, 491 p. :
Number of pages
491

ID Numbers

Open Library
OL23159028M
Internet Archive
statesconsciousn00koko
ISBN 10
0387759581, 038775959X
ISBN 13
9780387759586, 9780387759593
LCCN
2008923058
OCLC/WorldCat
191760003
Library Thing
27382
Goodreads
2765719

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History

Download catalog record: RDF / JSON
May 28, 2023 Edited by MARC Bot import existing book
August 20, 2020 Edited by ImportBot import existing book
July 1, 2019 Edited by MARC Bot import existing book
May 15, 2016 Edited by German M Altgelt added description
December 10, 2009 Created by WorkBot add works page