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Time series analysis and its applications : with R examples / Robert H. Shumway and David S. Stoffer.

By: Shumway, Robert H [author].
Contributor(s): Stoffer, David S [author].
Material type: TextTextSeries: Springer texts in statistics.Publisher: Cham : Springer, 2017Edition: 4th ed.Description: xiii, 562 pages : illustrations ; 26 cm.ISBN: 9783319524511.Subject(s): Time-series analysis -- Data processing | R (Computer program language)DDC classification: 000SA.3
Contents:
1. Characteristics of time series -- 2. Time series regression and exploratory data analysis -- 3. ARIMA models -- 4. Spectral analysis and filtering -- 5. Additional time domain topics -- 6. State-space models -- 7. Statistical methods in the frequency domain -- Appendix A : Large sample theory -- Appendix B : Time domain theory -- Appendix C : spectral domain theory -- Appendix R: R supplement.
Summary: Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.
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Item type Current location Call number Status Date due Barcode Item holds
Books Books ISI Library, Kolkata
 
000SA.3 Sh562 (Browse shelf) Available 138260
Total holds: 0

Include index and bibliographical references and index.

1. Characteristics of time series --
2. Time series regression and exploratory data analysis --
3. ARIMA models --
4. Spectral analysis and filtering --
5. Additional time domain topics --
6. State-space models --
7. Statistical methods in the frequency domain --
Appendix A : Large sample theory --
Appendix B : Time domain theory --
Appendix C : spectral domain theory --
Appendix R: R supplement.

Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.

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