Time series analysis : with applications in R / Jonathan D. Cryer, Kung-Sik Chan.
Material type: TextSeries: Springer texts in statisticsPublication details: New York : Springer, c2008.Edition: 2nd edDescription: xiii, 491 p. : ill., map ; 25 cmISBN:- 0387759581 (acidfree paper)
- 038775959X (e-book)
- 9780387759586 (acid-free paper)
- 9780387759593 (e-book)
- QA280 .C78 2008
Item type | Current library | Home library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
Books | قاعة الكتب - الدور الثاني | المكتبة المركزبة الجديدة - جامعة القاهرة | 519.550285 C8897 2008 (Browse shelf(Opens below)) | C.1 | Available | 01000110188865000 |
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.
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