Time series analysis : with applications in R /

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Bibliographic Details
Author / Creator:Cryer, Jonathan D.
Edition:2nd ed.
Imprint:New York : Springer, c2008.
Description:1 online resource (xiii, 491 p.) : ill., map.
Language:English
Series:Springer texts in statistics
Springer texts in statistics.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8885738
Hidden Bibliographic Details
Other authors / contributors:Chan, Kung-sik.
ISBN:9780387759593
038775959X
0387759581 (acid-free paper)
9780387759586 (acid-free paper)
6611338268
9786611338268
Notes:Includes bibliographical references (p. 477-486) and index.
Description based on print version record.
Summary:"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."--Jacket.
Other form:Print version: Cryer, Jonathan D. Time series analysis. 2nd ed. New York : Springer, c2008 0387759581 9780387759586