Applied Time Series Analysis with R - Hardcover

Woodward, Wayne A.; Gray, Henry L.; Elliott, Alan C.

Hardcover

ISBN 10: 1498734227 ISBN 13: 9781498734226

Publisher: CRC Press, 2016

Synopsis

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.

Features

• Gives readers the ability to actually solve significant real-world problems
• Addresses many types of nonstationary time series and cutting-edge methodologies
• Promotes understanding of the data and associated models rather than viewing it as the output of a "black box"
• Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website.
• Over 150 exercises and extensive support for instructors

The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).

About this title

About the Author

Wayne A. Woodward is a professor and chair of the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Henry L. Gray is a C.F. Frensley Professor Emeritus in the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Alan C. Elliott is a biostatistician in the Department of Statistical Science at Southern Methodist University in Dallas, Texas.

Edition details

• Publisher: CRC Press
• Publication date: 2016
• Language: English
• ISBN 10: 1498734227
• ISBN 13: 9781498734226
• Binding: Hardcover
• Edition number: 2
• Number of pages: 618