Time series analysis and its applications : with R examples
Robert H. Shumway, David S. Stoffer
- 4th ed.
- Cham, Switzerland : Springer, c2017.
- xiii, 562 p. : ill. ; 26 cm.
- Springer texts in statistics .
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.