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: TextSeries: Springer texts in statistics.Publisher: New York : Springer, c2011Edition: 3rd ed.Description: xi, 596 p. : ill. ; 25 cm.ISBN: 9781441978646; 9781441978653.Subject(s): Time-series analysisDDC classification: 519 Online resources: WorldCat details | Ebook Fulltext
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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.