Time series analysis : with applications in R

Jonathan D. Cryer, Kung-Sik Chan

This book has been developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. A unique feature of this edition is its integration with the R computing environment. Basic applied statistics is assumed through multiple regression. Calculus is assumed only to the extent of minimizing sums of squares but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology.

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[目次]

  • 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.

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この本の情報

書名 Time series analysis : with applications in R
著作者等 Chan, Kung-sik
Cryer, Jonathan D.
Chan Kung-Sik
シリーズ名 Springer texts in statistics
出版元 Springer
刊行年月 c2008
版表示 2nd ed
ページ数 xiii, 491 p.
大きさ 25 cm
ISBN 9780387759586
NCID BA85790619
※クリックでCiNii Booksを表示
言語 英語
出版国 アメリカ合衆国
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