Time series analysis
Subtitle: with applications in R
By: Jonathan D. Cryer, Kung-Sik Chan.
Contributors: Chan, Kung-sik.
Edition: 2nd ed.
Series: Springer texts in statistics
Publisher: Springer
Published: 2008
Place of publication: New York
Language: eng
Number of pages: 491
ISBN-13: 9780387759586; 9780387759593
Subjects: Time-series analysis -- Data processing; R (Computer program language)
Notes: Includes bibliographical references (p. 477-486) and index.
Table of contents: title: Introduction; title: Fundamental concepts; title: Trends; title: Models for stationary time series; title: Models for nonstationary time series; title: Model specification; title: Parameter estimation; title: Model diagnostics; title: Forecasting; title: Seasonal models; title: Time series regression models; title: Time series models of heteroscedasticity; title: Introduction to spectral analysis; title: Estimating the spectrum; title: Threshold models; title: Appendix: an introduction to R.