Time series analysis : with applications in R / Jonathan D. Cryer, Kung-Sik Chan [electronic resource]
Material type:
Computer filePublication details: New York : Springer, 2008Edition: Second editionDescription: 1 online resourceISBN: - 9780387759593 (E-book)
- QA 280 C79T 2008
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SPU Library, Bangkok (Main Campus) | Electronic Resources | On Display | QA 280 C79T 2008 (Browse shelf(Opens below)) | Available | 9780387759593 |
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| QA 280 ศ484ท 2556 เทคนิคการพยากรณ์เชิงปริมาณ : การวิเคราะห์อนุกรมเวลา / | QA 280 ศ484ท 2556 เทคนิคการพยากรณ์เชิงปริมาณ : การวิเคราะห์อนุกรมเวลา / | QA 280 B76I 2016 Introduction to time series and forecasting / [electronic resource] | QA 280 C79T 2008 Time series analysis : [electronic resource] with applications in R / | QA 280 L84N 2005 New introduction to multiple time series analysis / [electronic resource] | QA 280 P47W 2007 Wavelet methods for time series analysis / [book] | QA 280 S35 2016 Stochastic analysis of scaling time series : from turbulence theory to applications / |
Includes bibliographical references (pages 477-486) and index
Introduction -- Fundamental concepts -- Trends -- Models for stationary time series -- Models for nonstationary time series -- Model specification -- Parameter estimation -- Model diagnostics -- Forecasting -- Seasonal models -- Time series regression models -- Time series models of heteroscedasticity -- Introduction to spectral analysis -- Estimating the spectrum -- Threshold models -- Appendix: an introduction to R
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