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
| Item type | Current library | Collection | Shelving location | Call number | Status | Barcode | Course reserves | |
|---|---|---|---|---|---|---|---|---|
E-Book
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SPU Library, Bangkok (Main Campus) | Electronic Resources | On Display | QA 280 C79T 2008 (Browse shelf(Opens below)) | Available | 9780387759593 |
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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