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Time series analysis : with applications in R Jonathan D. Cryer, Kung-Sik Chan.

By: Contributor(s): Series: Springer texts in statisticsPublication details: New York : Springer, c2008.Edition: 2nd edDescription: xiii, 491 p. : ill., map ; 25 cmISBN:
  • 0387759581 (acidfree paper)
  • 9780387759586 (acidfree paper)
  • 038775959X (ebook)
  • 9780387759593 (ebook)
Subject(s): DDC classification:
  • 519.55/0285 22
LOC classification:
  • QA280.C78 2008
Online resources:
Contents:
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.
Reviews from LibraryThing.com: List(s) this item appears in: IMIS-Time Series and Forecasting
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
BOOK Strathmore University (Main Library) Open Shelf QA280.C78 2008 Available 95189
BOOK Strathmore University (Main Library) Open Shelf QA280.C78 2008 Available 95187
BOOK Strathmore University (Main Library) Open Shelf QA280.C78 2008 Available 95186
BOOK Strathmore University (Main Library) Open Shelf QA280.C78 2008 Available 95185
Total holds: 0

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.

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