Practical Time Series (Arnold Texts in Statistics) - Softcover

Janacek, Gareth

Softcover

ISBN 10: 0340719990 ISBN 13: 9780340719992

Publisher: Hodder Education, 2000

Synopsis

The study of time ordered data is an important branch of statistics, with applications as diverse as medicine, engineering and economics. Many time series methods have only become feasible with the advent of high-speed computation, and appropriate software can be difficult to obtain. 'Practical Time Series' encourages a hands-on approach, and so the use of R freeware (an S-Plus clone) is incorporated into the text, while time series routines, data sets and code are freely available from the website below. The use of this software means that much of the moe intricate mathematics is avoided.



'Practical Time Series' is an essential text for senior undergraduates and postgraduates studying or using time series analysis. It covers a broads spectrum of models, from ARIMA models to state space models and the Kalman filter. The estimation problems and the frequency domain are also covered, although again, the emphasis is on practical applications, rather than theory.

About this title

About the Author

Gareth Janacek is currently Dean of Mathematics at UEA, Norwich, UK.

Edition details

• Publisher: Hodder Education
• Publication date: 2000
• Language: English
• ISBN 10: 0340719990
• ISBN 13: 9780340719992
• Binding: Paperback
• Number of pages: 184