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Introductory Time Series with R (Use R!)
Paul S.p. Cowpertwait
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Description for Introductory Time Series with R (Use R!)
Paperback. .
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer
Format
Paperback
Publication date
2009
Series
Use R!
Condition
New
Number of Pages
256
Place of Publication
New York, NY, United States
ISBN
9780387886978
SKU
V9780387886978
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-1
About Paul S.p. Cowpertwait
Paul Cowpertwait is an associate professor in mathematical sciences (analytics) at Auckland University of Technology with a substantial research record in both the theory and applications of time series and stochastic models. Andrew Metcalfe is an associate professor in the School of Mathematical Sciences at the University of Adelaide, and an author of six statistics text books and numerous research ... Read more
Reviews for Introductory Time Series with R (Use R!)
From the reviews: “The book…gives a very broad and practical overview of the most common models for time series analysis in the time domain and in the frequency domain, with emphasis on how to implement them with base R and existing R packages such as Rnlme, MASS, tseries, fracdiff, mvtnorm, vars, and sspir. The authors explain the models by ... Read more