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Time series analysis :with applications in R

By: Contributor(s): Material type: TextTextPublication details: New York : Springer, 2008.Edition: 2Description: xiii, 491 p. : ill., mapISBN:
  • 0387759581 (acidfree paper)
  • 9780387759586 (acidfree paper)
  • 038775959X (ebook)
  • 9780387759593 (ebook)
Subject(s): DDC classification:
  • 519.550 CRY
Other classification:
Online resources:
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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Holdings
Item type Current library Home library Collection Call number Status Date due Barcode
Book Book Dept. of Optoelectronics Processing Center Dept. of Optoelectronics Non-fiction 519.5 CRY/T (Browse shelf(Opens below)) Available DOP3352
Book Book Dept. of Statistics Processing Center Dept. of Statistics 519.550 CRY (Browse shelf(Opens below)) Available STA9675

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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