Time Series Analysis: With Applications in R (Springer Texts in Statistics)
Cryer, Jonathan D.; Chan, Kung-Sik
Language: English
Published by Springer, 2010
- Softcover
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- Title
- Time Series Analysis: With Applications in R (Springer Texts in Statistics)
- Author
- Cryer, Jonathan D.; Chan, Kung-Sik
- Publisher
- Springer
- Publication year
- 2010
- Condition
- Very Good
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 1441926135
- ISBN 13
- 9781441926135
- Series
- Book 32 of 111: Springer Texts in Statistics
This book presents an accessible approach to understanding time series models and their applications. Although the emphasis is on time domain ARIMA models and their analysis, the new edition devotes two chapters to the frequency domain and three to time series regression models, models for heteroscedasticty, and threshold models. All of the ideas and methods are illustrated with both real and simulated data sets. A unique feature of this edition is its integration with the R computing environment. The tables and graphical displays are accompanied by the R commands used to produce them. An extensive R package, TSA, which contains many new or revised R functions and all of the data used in the book, accompanies the written text. Script files of R commands for each chapter are available for download. There is also an extensive appendix in the book that leads the reader through the use of R commands and the new R package to carry out the analyses.
"Synopsis" may belong to another edition of this title.
About the Author
Kung-Sik Chan is Professor, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and the Institute of the Mathematical Statistics, and an Elected Member of the International Statistical Institute. He received a Faculty Scholar Award from the University of Iowa in 1996. He is the author of Chaos: A Statistical Perspective (with Howell Tong) and numerous research papers.
"About the title" may belong to another edition of this title.
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