Cryer, Jonathan D.

Time series analysis : with applications in R / Jonathan D. Cryer, Kung-Sik Chan. - 2nd ed. - xiii, 491 p. : ill., map ; 25 cm. - Springer texts in statistics .



Introduction -- 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 -- Introduction to spectral analysis -- Estimating the spectrum -- Threshold models -- Appendix: an introduction to R.

9780387759586 (acid-free paper) 0387759581 (acid-free paper)


R (Computer program language)
Zaman serileri analizi--Veri işleme
Time-series analysis--Data processing

QA280 / .C78 2008