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Tác giả: Jonathan D. Cryer
Thông tin XB: Springer New York, 2008
Mô tả vật lý: 501
Tóm tắt: Time Series Analysis With Applications in R, Second Edition, presents an accessible approach to understanding time series models and their applications. Although the emphasis is on time domain ARIMA models and their analysis, the new edition devotes two chapters to the frequency domain and three to time series regression models, models for heteroscedasticity, and threshold models. All of the ideas and methods are illustrated with both real and simulated data sets. A unique feature of this edition ...
Từ khóa: Time Series AnalysisARIMA ModelsTime Domain AnalysisFrequency Domain Analysis

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