| 书目名称 | Time Series Analysis |
| 副标题 | With Applications in |
| 编辑 | Jonathan D. Cryer,Kung-Sik Chan |
| 视频video | http://file.papertrans.cn/926/925430/925430.mp4 |
| 概述 | Fully integrates time series theory with applications.Has an associated R package, TSA, to carry out the required computations and graphics.Uses numerous interesting real datsets to illustrate all of |
| 丛书名称 | Springer Texts in Statistics |
| 图书封面 |  |
| 描述 | .Time Series Analysis With Applications in R, Second Edition, presents an accessible approach to understanding time series models and their applications. Although the emphasis is on time domain ARIMA models and their analysis, the new edition devotes two chapters to the frequency domain and three to time series regression models, models for heteroscedasticity, and threshold models. All of the ideas and methods are illustrated with both real and simulated data sets..A unique feature of this edition is its integration with the R computing environment. The tables and graphical displays are accompanied by the R commands used to produce them. An extensive R package, TSA, which contains many new or revised R functions and all of the data used in the book, accompanies the written text. Script files of R commands for each chapter are available for download. There is also an extensive appendix in the book that leads the reader through the use of R commands and the new R package to carryout the analyses.. |
| 出版日期 | Textbook 2008Latest edition |
| 关键词 | R package; Time series; Time series regression; correlation; financial time series; nonlinear time series |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-0-387-75959-3 |
| isbn_softcover | 978-1-4419-2613-5 |
| isbn_ebook | 978-0-387-75959-3Series ISSN 1431-875X Series E-ISSN 2197-4136 |
| issn_series | 1431-875X |
| copyright | Springer Science+Business Media, LLC, part of Springer Nature 2008 |
|Archiver|手机版|小黑屋|
派博传思国际
( 京公网安备110108008328)
GMT+8, 2025-11-16 12:36
发表于 2025-3-21 16:23:14
