Time series analysis : with applications in R / Jonathan D. Cryer, Kung-Sik Chan.
By: Cryer, Jonathan D.
Contributor(s): Chan, Kung-sik.
Material type:
TextSeries: Springer texts in statistics. Publisher: New York : Springer, c2008Edition: 2nd ed.Description: xiii, 491 p. : ill., map ; 25 cm.ISBN: 0387759581 (acidfree paper); 9780387759586 (acidfree paper); 038775959X (ebook); 9780387759593 (ebook).Subject(s): Time-series analysis -- School of Pure and Applied Sciences | R (Computer program language)DDC classification: QA 280 .C79 2008 Online resources: Table of contents | Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Long Loan Book
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Kirinyaga University Library General Stacks | Non-fiction | QA 280 .C79 2008 (Browse shelf) | Available | KYU/2017/5893 |
Includes bibliographical references (p. 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.