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Time Series Analysis
With Applications in R
Buch von Kung-Sik Chan (u. a.)
Sprache: Englisch

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Beschreibung
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.
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.
Über 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.

Zusammenfassung

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.

Inhaltsverzeichnis
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.- To Spectral Analysis.- Estimating The Spectrum.- Threshold Models.
Details
Erscheinungsjahr: 2008
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 508
Reihe: Springer Texts in Statistics
Inhalt: xiv
491 S.
ISBN-13: 9780387759586
ISBN-10: 0387759581
Sprache: Englisch
Herstellernummer: 11965534
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Chan, Kung-Sik
Cryer, Jonathan D.
Auflage: 2nd ed. 2008
Hersteller: Springer US
Springer New York
Springer Texts in Statistics
Maße: 260 x 183 x 33 mm
Von/Mit: Kung-Sik Chan (u. a.)
Erscheinungsdatum: 04.04.2008
Gewicht: 1,143 kg
preigu-id: 101907999
Über 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.

Zusammenfassung

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.

Inhaltsverzeichnis
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.- To Spectral Analysis.- Estimating The Spectrum.- Threshold Models.
Details
Erscheinungsjahr: 2008
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 508
Reihe: Springer Texts in Statistics
Inhalt: xiv
491 S.
ISBN-13: 9780387759586
ISBN-10: 0387759581
Sprache: Englisch
Herstellernummer: 11965534
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Chan, Kung-Sik
Cryer, Jonathan D.
Auflage: 2nd ed. 2008
Hersteller: Springer US
Springer New York
Springer Texts in Statistics
Maße: 260 x 183 x 33 mm
Von/Mit: Kung-Sik Chan (u. a.)
Erscheinungsdatum: 04.04.2008
Gewicht: 1,143 kg
preigu-id: 101907999
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