Time Series Analysis: With Applications in R (Springer Texts in Statistics)

Cryer, Jonathan D.; Chan, Kung-Sik

ISBN 10: 1441926135 / ISBN 13: 9781441926135

Verlag: Springer, 2010

Beschreibung

EXCELLENT CONDITION!!! No markings. No highlighting. No missing pages. No worn-out pages. Bestandsnummer des Verkäufers ABE-1676929552526

Bibliografische Details

Titel: Time Series Analysis: With Applications in R...

Verlag: Springer

Erscheinungsdatum: 2010

Einband: Soft cover

Zustand: Very Good

Über diesen Titel

Inhaltsangabe:

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.

Über die Autorin bzw. den Autor:

Jonathan Cryer is Professor Emeritus, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and received a Collegiate Teaching Award from the University of Iowa College of Liberal Arts and Sciences. He is the author of Statistics for Business: Data Analysis and Modeling, Second Edition, (with Robert B. Miller), the Minitab Handbook, Fifth Edition, (with Barbara Ryan and Brian Joiner), the Electronic Companion to Statistics (with George Cobb), Electronic Companion to Business Statistics (with George Cobb) and numerous research papers.

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.