Title: Time series analysis
Description: 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.
Subjects: Data processing, Minitab, Time-series analysis, R (Computer program language), Econometrics, Programming languages (electronic computers), Statistics, Mathematical statistics, Statistical Theory and Methods
Time periods: Using R for Time Series Analysis in Econometrics