Time series analysis : with applications in R (Record no. 44475)
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000 -LEADER | |
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fixed length control field | 02131cam a22002417a 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 0387759581 (acidfree paper) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9780387759586 (acidfree paper) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 038775959X (ebook) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9780387759593 (ebook) |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.55 |
Item number | CRY |
100 1# - MAIN ENTRY--AUTHOR NAME | |
Personal name | Cryer, Jonathan D. |
245 10 - TITLE STATEMENT | |
Title | Time series analysis : with applications in R |
250 ## - EDITION STATEMENT | |
Edition statement | 2nd ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | New York : |
Name of publisher | Springer, |
Year of publication | c2008. |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | xiii, 491 p. : |
Other physical details | ill., map ; |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Introduction -- Fundamental concepts -- Trends -- Models for stationary time series -- Models for nonstationary time series -- Model specification -- Parameter estimation -- Model diagnostics -- Forecasting -- Seasonal models -- Time series regression models -- Time series models of heteroscedasticity -- Introduction to spectral analysis -- Estimating the spectrum -- Threshold models -- Appendix: an introduction to R. |
520 ## - SUMMARY, ETC. | |
Summary, etc | <br/>"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 chapters to the frequency domain and three to time series regression models, models for heteroscedasticty, and threshold models. All of the ideas and methods are illustrated with both real and simulated data sets." "A unique feature of this edition is its integration with the R computing environment. The tables and graphical displays are accompanied by the R commands used to produce them. An extensive R package, TSA, which contains many new or revised R functions and all of the data used in the book, accompanies the written text. Script files of R commands for each chapter are available for download. There is also an extensive appendix in the book that leads the reader through the use of R commands and the new R package to carry out the analyses." |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Time-series analysis |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | R (Computer program language) |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Chan, Kung-sik. |
856 41 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://www.loc.gov/catdir/toc/fy0804/2008923058.html |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Lending Books |
Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
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Reference | Main Library | Main Library | Reference | 21/11/2018 | Purchased | 10358.52 | 519.55 CRY | 015766 | Reference Books |