The Analysis of Time Series : An Introduction with R
Book Details
Format
Hardback or Cased Book
Book Series
Chapman & Hall/CRC Texts in Statistical Science
ISBN-10
1138066133
ISBN-13
9781138066137
Publisher
Taylor & Francis Ltd
Imprint
CRC Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 8th, 2019
Print length
414 Pages
Weight
725 grams
Product Classification:
Economic statisticsProbability & statistics
Ksh 33,300.00
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This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis.
This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.
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