Time Series Analysis With Applications in R /

• Main Authors: Cryer, Jonathan D. (Author), Chan, Kung-Sik (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2008.
• Series: Springer Texts in Statistics,
• Subjects: Mathematics.; Actuarial science.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Actuarial Sciences.

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...

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.