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Introductory Time Series with R

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ISBN-10: 0387886974

ISBN-13: 9780387886978

Edition: 2009

Authors: Paul S. P. Cowpertwait, Andrew V. Metcalfe

List price: $49.99
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Description:

Yearly global mean temperature and ocean levels, daily share prices, and the signals transmitted back to earth by the Voyager space craft are all example of sequential observations over time known as time series. This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence confirms understanding of both the model and the R routine for fitting it to the data. Finally, the…    
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Book details

List price: $49.99
Copyright year: 2009
Publisher: Springer New York
Publication date: 6/9/2009
Binding: Paperback
Pages: 256
Size: 6.10" wide x 9.25" long x 0.50" tall
Weight: 1.232
Language: English

Time series data
Correlation
Forecasting strategies
Basic stochastic models
Regression
Stationary models
Non-stationary models
Long memory processes
Spectral analysis
System identification
Multivariate models
State space models