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.