Time series analysis and its applications
with R examples
Shumway, Robert H.
creator
author
Stoffer, David S.
author
text
nyu
Cham
Springer
2017
4th ed.
monographic
eng
xiii, 562 pages : illustrations ; 26 cm.
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.
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.
Robert H. Shumway and David S. Stoffer.
Include index and bibliographical references and index.
Time-series analysis
Data processing
R (Computer program language)
000SA.3 Sh562
Springer texts in statistics
9783319524511
ISI Library
170110
20180403154043.0
138260