Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer.Material type: TextLanguage: English Series: Springer texts in statisticsPublication details: New York : Springer, c2011. Edition: 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
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|E-Book||EWU Library E-book||Non-fiction||519 SHT 2011 (Browse shelf(Opens below))||Not for loan|
|Text||EWU Library Reserve Section||Non-fiction||519 SHT 2011 (Browse shelf(Opens below))||C-1||Not For Loan||26618|
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|519 ROB 2012 Business statistics /||519 ROB 2012 Business statistics /||519 ROB 2012 Business statistics /||519 SHT 2011 Time series analysis and its applications :||519 SIB 1957 Basic statistics :||519 WEI 1982 Introductory statistics for the behavioral sciences /||523.1 GRA 2013 দ্য গ্র্যান্ড ডিজাইন /|
Includes bibliographical references and index.
TOC 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.