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Ch. 1 Introduction 1
Ch. 2 Fundamental Concepts 11
Ch. 3 Trends 27
Ch. 4 Models for Stationary Time Series 55
Ch. 5 Models for Nonstationary Time Series 87
Ch. 6 Model Specification 109
Ch. 7 Parameter Estimation 149
Ch. 8 Model Diagnostics 175
Ch. 9 Forecasting 191
Ch. 10 Seasonal Models 227
Ch. 11 Time Series Regression Models 249
Ch. 12 Time Series Models of Heteroscedasticity 277
Ch. 13 Introduction to Spectral Analysis 319
Ch. 14 Estimating the Spectrum 351
Ch. 15 Threshold Models 383
Appendix An Introduction to R 423
Dataset Information 471
Bibliography 477
Index 487
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Gregory Clinton Beaulieu
reviewed Time Series Analysis on May 15, 2013
Time Series Analysis
Thus far, this seems to be the singular AS3 book to read. Though at times ever-so-slightly scattered, it's proven to be my essential guide to delineate areas that are either left to mystery or are just poorly-explained in other documentation. It deserves a minimum of 4 stars, in my mind, for completely fleshing out the "gotchas" for those of us coming from AS2, and making clear what are, in some instances, very fundamental but sometimes-subtle differences. At over 800 pages, it may discourage some readers, but, for me, the verbosity and thoroughness have generally contributed to my comprehension of the language.
I'd advise those with significant programming backgrounds wanting to jump in head-first to concentrate on the areas that fit your level of expertise ' skim/forgo the more-remedial areas (e.g. the Arrays chapter) and the more in-depth and advanced topics. You can always drill down as you get your feet wet.
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Add Time Series Analysis, 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 c, Time Series Analysis to the inventory that you are selling on WonderClubX
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Add Time Series Analysis, 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 c, Time Series Analysis to your collection on WonderClub |
