Time series analysis and its applications : with R examples
By: Shumway, Robert H
Material type:
BookSeries: Springer texts in statistics.Publisher: Cham, Switzerland : Springer, c2017.Edition: 4th ed.Description: xiii, 562 p. : ill. ; 26 cm.ISBN: 9783319524511Subject(s): Time-series analysis | Stoffer, David SDDC classification: 519.55 SH TI Online resources: Location Map
Summary:
Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
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| REGULAR | University of Wollongong in Dubai Main Collection | 519.55 SH TI (Browse shelf) | Available | T0056594 |
Total holds: 0
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| 519.55 BR TI Time series : | 519.55 CO IN Introductory time series with R | 519.55 PI IN Introduction to time series analysis | 519.55 SH TI Time series analysis and its applications : | 519.55 SH TI Time series analysis in the social sciences : | 519.55 TS MU Multivariate time series analysis : | 519.56 LE GR The gradient test : |
1. Characteristics of Time Series.- 2. Time Series Regression and Exploratory Data Analysis.- 3. ARIMA Models.- 4. Spectral Analysis and Filtering.- 5. Additional Time Domain Topics.- 6. State-Space Models.- 7. Statistical Methods in the Frequency Domain.- 8. Appendix A: Large Sample Theory.- Appendix B: Time Domain Theory.- Appendix C: Spectral Domain Theory.- Appendix R: R Supplement.
Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.