02051nam a22002417a 4500 20181102112211.0 180926b xxu||||| |||| 00| 0 eng d 9780387886978 SARAS Books ;2/31,Ansari Road,Darya Ganj,New Delhi-110002 ;IN37761 ;21/09/2018 519.2 COW Paul S P Cowpertwait ; Andrew V Metcalfe Introductory time series with R /Paul S P Cowpertwait New York : Springer-Verlag , ©2009. xv,254 Pages ;24 cm. 1844 Use R! 1.Time Series Data 2.Correlation 3.Forecasting Strategies 4.Basic Stochastic Models 5.Regression 6.Stationary Models 7.Non-Stationary Model 8.Long Memory Processes 9.Spectral Analysis 10.System Identification 11.Multivariate Models 12.State Space Models This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website http://staff.elena.aut.ac.nz/Paul-Cowpertwait/ts/.The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research. R (Computer program language) Time-series analysis--Computer programs Mathematical statistics Andrew V Metcalfe BOOK 50304 50304 0 0 ddc 0 1 SNUL SNUL 2018-09-26 1844.00 0 519.2 COW 25713 2018-09-26 00:00:00 2018-09-26 BOOK