Singular Spectrum Analysis Using R /

• Main Authors: Hassani, Hossein (Author, http://id.loc.gov/vocabulary/relators/aut), Mahmoudvand, Rahim (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Palgrave Macmillan UK : Imprint: Palgrave Pivot, 2018.
• Edition: 1st ed. 2018.
• Series: Palgrave Advanced Texts in Econometrics,
• Subjects: Economics.; Management science.; Economics, general.

This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical aspects un...