Time series analysis and its applications : with R examples /

• Main Author: Shumway, Robert H.
• Other Authors: Stoffer, David S.
• Format: Book
• Language: English
• Published: New York, NY : Springer, 2006
• Edition: 2nd. ed.
• Series: Springer texts in statistics
• Subjects: ANALISIS DE SERIES TEMPORALES; ANALISIS DE DATOS; MODELO ARIMA; SERIES TEMPORALES; MODELOS ECONOMETRICOS; ECONOMETRIA; ESTUDIOS DE CASOS; APLICACIONES; CASOS PRACTICOS

Table of Contents:

• 1. Characteristics of time series
• 2. Time series regression and exploratory data analysis
• 3. ARIMA models
• 4. Spectral analysis and filtering
• 5. Additional time domain topics
• 6. State-space models
• 7. Statistical methods in th frequency domain
• Appendix A: large sample theory
• B: time domain theory
• C: spectral domain theory.