Time series analysis :with applications in R
Material type: TextPublication details: New York : Springer, 2008.Edition: 2Description: xiii, 491 p. : ill., mapISBN:- 0387759581 (acidfree paper)
- 9780387759586 (acidfree paper)
- 038775959X (ebook)
- 9780387759593 (ebook)
- 519.550 CRY
Item type | Current library | Home library | Collection | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
Book | Dept. of Optoelectronics Processing Center | Dept. of Optoelectronics | Non-fiction | 519.5 CRY/T (Browse shelf(Opens below)) | Available | DOP3352 | ||
Book | Dept. of Statistics Processing Center | Dept. of Statistics | 519.550 CRY (Browse shelf(Opens below)) | Available | STA9675 |
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519.55 CHA The Analysis of Time Series : an introduction | 519.55 CHA The Analysis of Time Series :an introduction | 519.55 CRY Time Series Analysis | 519.550 CRY Time series analysis :with applications in R | 519.55 FIN Applied Time Series Analysis | 519.55 MON Introduction to Time Series Analysis and Forecasting | 519.55 NEI An introduction to discrete-valued time series / |
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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