Time Series Analysis: With Applications in R
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Book Overview
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...
Format:Hardcover
Language:English
ISBN:0387759581
ISBN13:9780387759586
Release Date:April 2008
Publisher:Springer
Length:491 Pages
Weight:2.50 lbs.
Dimensions:1.5" x 7.3" x 10.2"
Related Subjects
Business Business & Investing Economics Math Mathematics Probability & Statistics Science & MathCustomer Reviews
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