header

Time series analysis : with applications in R /

Cryer, Jonathan D.

Time series analysis : with applications in R / Jonathan D. Cryer, Kung-Sik Chan. - 2nd ed. - New York : Springer, c2008. - xiii, 491 p. : ill., map ; 25 cm. - Springer texts in statistics .

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.

0387759581 (acidfree paper) 038775959X (e-book) 9780387759586 (acid-free paper) 9780387759593 (e-book)

2008923058


R (Computer program language)
Time-series analysis--Data processing.

QA280 / .C78 2008