Time series analysis : with applications in R /
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
New York, NY :
Springer,
c2008.
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| Edition: | 2nd ed. |
| Subjects: |
Table of Contents:
- 1. Introduction
- 2. Fundamental concepts
- 3. Trends
- 4. Models for stationary time series
- 5. Models for nonstationary time series
- 6. Model specification
- 7. Parameter estimation
- 8. Model diagnostics
- 9. Forecasting
- 10. Seasonal models
- 11. Time series regression models
- 12. Time series models of heteroscedasticity
- 13. Introduction to spectral analysis
- 14. Estimating the spectrum
- 15. Threshold models
- Appendix. An introduction to R.