Time Series Analysis - With Applications in R (Hardcover, 2nd ed. 2008. Corr. 3rd printing, 2009)

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. 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.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Springer Texts in Statistics
Release date:	November 2010
First published:	October 2009
Authors:	Jonathan D. Cryer • Kung-Sik Chan
Dimensions:	265 x 185 x 35mm (L x W x T)
Format:	Hardcover - Laminated cover
Pages:	491
Edition:	2nd ed. 2008. Corr. 3rd printing, 2009
ISBN-13:	978-0-387-75958-6
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Academic & Education > Varsity Textbooks > Mathematics & Science Books > Academic & Education > UNISA > Mathematics & Science Books > Academic & Education > Wits University > Maths & Science
LSN:	0-387-75958-1
Barcode:	9780387759586
Course Code:	STA3704 • STA4807

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