Applied Time Series Analysis with R - Softcover

Gray, Henry L.; Elliott, Alan C.

 
9781032097220: Applied Time Series Analysis with R
Softcover
ISBN 10: 1032097221 ISBN 13: 9781032097220
Verlag: CRC Press, 2021

Inhaltsangabe

Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis.





Features







  • Gives readers the ability to actually solve significant real-world problems






  • Addresses many types of nonstationary time series and cutting-edge methodologies






  • Promotes understanding of the data and associated models rather than viewing it as the output of a "black box"






  • Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website.






    • Over 150 exercises and extensive support for instructors






    • The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).

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    Über die Autorin bzw. den Autor

    Wayne A. Woodward is a professor and chair of the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Henry L. Gray is a C.F. Frensley Professor Emeritus in the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Alan C. Elliott is a biostatistician in the Department of Statistical Science at Southern Methodist University in Dallas, Texas.

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    Verlag
    CRC Press
    Erscheinungsdatum
    2021
    Sprache
    Englisch
    ISBN 10 
    1032097221
    ISBN 13 
    9781032097220
    Einband
    Taschenbuch
    Auflage
    2
    Anzahl der Seiten
    634
    Kontakt zum Hersteller
    Nicht verfügbar
    Verantwortliche Person
    gpsr@libri.de
    gpsr@libri.de

    Friedensallee 273
    Hamburg
    22763
    Deutschland

    Weitere beliebte Ausgaben desselben Titels

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    ISBN 10:  1498734227 ISBN 13:  9781498734226
    Verlag: CRC Press, 2016
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