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Time Series Analysis: With Applications in R | 2:a upplagan
- Inbunden, Engelska, 2008
- Författare: Jonathan D. Cryer, Kung-Sik Chan
- Betyg:
1016
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Beskrivning
Time Series Analysis With Applications in R, Second Edition, 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 heteroscedasticity, 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 carryout the analyses.
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 carryout the analyses.
Om denna bok
Time Series Analysis: With Applications in R av Jonathan D. Cryer och Kung-Sik Chan är en Inbunden bok med 491 sidor på Engelska. Detta är den 2:a upplagan som utgavs 2008 av Springer Nature.
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Används vid svenska universitet
Denna kurslitteratur används aktivt i 3 universitetskurser vid lärosäten runt om i Sverige, inklusive:
Produktinformation
Kategori:
Okänd
Bandtyp:
Inbunden
Språk:
Engelska
ISBN:
9780387759586
Upplaga:
2
Utgiven:
2008-05-05
Förlag:
Springer Nature
Sidantal:
491