Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer.
By: Shumway, Robert H
Contributor(s): Stoffer, David S
Material type: 
TextLanguage: English Series: Springer texts in statisticsPublisher: New York : Springer, c2011Edition: 3rd edDescription: xi, 596 p. : ill. ; 25 cmISBN: 9781441978646; 9781441978653Subject(s): Time-series analysisDDC classification: 519 LOC classification: QA280 | .S585 2011Online resources: WorldCat details | Ebook Fulltext | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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E-Book
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EWU Library E-book | Non-fiction | 519 SHT 2011 (Browse shelf) | Not for loan | ||||
Text
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EWU Library Reserve Section | Non-fiction | 519 SHT 2011 (Browse shelf) | C-1 | Not For Loan | 26618 |
Includes bibliographical references and index.
Table of contents Characteristics of time series --
Time series regression and exploratory data analysis --
ARIMA models --
Spectral analysis and filtering --
Additional time domain topics --
State-space models --
Statistical methods in the frequency domain.
Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.
Applied Statistics
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