Time Series Analysis: With Applications in R

by Jonathan D. Cryer

Book Overview

This book 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...

• Format: Paperback
• Language: English
• ISBN: 1441926135
• ISBN13: 9781441926135
• Release Date: November 2010
• Publisher: Springer
• Length: 491 Pages
• Weight: 2.10 lbs.
• Dimensions: 1.2" x 7.0" x 9.9"