Time Series Analysis and Its Applications With R Examples /

• Main Authors: Shumway, Robert H. (Author), Stoffer, David S. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Edition: 4th ed. 2017.
• Series: Springer Texts in Statistics,
• Subjects: Statistics.; Statistical Theory and Methods.; Statistics for Life Sciences, Medicine, Health Sciences.

The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and an...

Table of Contents:

• 1. Characteristics of Time Series
• 2. Time Series Regression and Exploratory Data Analysis
• 3. ARIMA Models
• 4. Spectral Analysis and Filtering
• 5. Additional Time Domain Topics
• 6. State-Space Models
• 7. Statistical Methods in the Frequency Domain
• 8. Appendix A: Large Sample Theory.- Appendix B: Time Domain Theory.- Appendix C: Spectral Domain Theory.- Appendix R: R Supplement.