Cryer, Jonathan D.

Time series analysis : with applications in R / Jonathan D. Cryer, Kung-Sik Chan. - 2nd ed. - 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.

0387759581 (acidfree paper) 9780387759586 (acidfree paper) 038775959X (ebook) 9780387759593 (ebook)

2008923058


Time-series analysis--Data processing.
R (Computer program language)

QA280 / .C78 2008

519.55/0285