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Time series analysis : with applications in R / Jonathan D. Cryer, Kung-Sik Chan.

By: Contributor(s): Material type: TextTextPublication details: New York : Springer, c2008.Edition: 2nd edDescription: xiii, 491 p. : ill., mapISBN:
  • 0387759581 (acidfree paper)
  • 9780387759586 (acidfree paper)
  • 038775959X (ebook)
  • 9780387759593 (ebook)
Subject(s): DDC classification:
  • 519.55 22 CRY
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 Futures Studies Processing Center Dept. of Futures Studies Wind Forecasting 519.55 CRY (Browse shelf(Opens below)) Available DFSWF21

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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