rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Time Series Analysis
    sub title: With Applications in R
  name:
    name part: Cryer, Jonathan D.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Chan, Kung-Sik.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2008
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XIV, 491 p. online resource.
  abstract: 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 heteroscedasticity, 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. Jonathan Cryer is Professor Emeritus, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and received a Collegiate Teaching Award from the University of Iowa College of Liberal Arts and Sciences. He is the author of Statistics for Business: Data Analysis and Modeling, Second Edition, (with Robert B. Miller), the Minitab Handbook, Fifth Edition, (with Barbara Ryan and Brian Joiner), the Electronic Companion to Statistics (with George Cobb), Electronic Companion to Business Statistics (with George Cobb) and numerous research papers. Kung-Sik Chan is Professor, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and the Institute of the Mathematical Statistics, and an Elected Member of the International Statistical Institute. He received a Faculty Scholar Award from the University of Iowa in 1996. He is the author of Chaos: …
  table of contents: 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 -- To Spectral Analysis -- Estimating The Spectrum -- Threshold Models.
  note: by Jonathan D. Cryer, Kung-Sik Chan.
  subject:
    topic: Mathematics
  subject:
    topic: Actuarial science
  subject:
    topic: Probabilities
  subject:
    topic: Statistics
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Statistical Theory and Methods
  subject:
    topic: Actuarial Sciences
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Springer Texts in Statistics
  identifier: 9780387759593
  identifier: http://dx.doi.org/10.1007/978-0-387-75959-3
  record info:
    record creation date: 100301
    record change date: 20151204180943.0
    record identifier: 978-0-387-75959-3