Cryer J.D., Chan Kung-Sik - Time Series Analysis: With Applications in R

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Название: Time Series Analysis: With Applications in R
Год: 2016
Издатель: Springer
Язык: english
Кол-во страниц: 800
Формат: PDF


Описание:

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 heteroscedasticty, and threshold models. All of the ideas and methods are illustrated with both real and simulated data sets.



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