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Applied Time Series Analysis with R

Applied Time Series Analysis with R

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  • ISBN:9781498734226
  • Editorial: Crc Press Inc.
  • Fecha de la edición:
  • Número de la edición: 2
  • Encuadernación:
  • Nº Pág.:618
  • Idiomas:Ingles,Inglés

Materias:

Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis.

Stationary Time Series. Linear Filters. ARMA Time Series Models. Other Stationary Time Series Models. Nonstationary Time Series Models. Forecasting. Parameter Estimation. Model Identification. Model Building. Vector-Valued (Multivariate) Time Series. Long-Memory Processes. Wavelets. G-Stationary Processes.

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