Practical time series

"The study of time ordered data is an important branch of statistics, with applications as diverse as medicine, engineering and economics. The author has written a practical textbook on this subject, with readers encouraged to use the methods described on their own data. Practical Time Series i...

Full description

Saved in:
Bibliographic Details
Main Author: Janacek, Gareth
Format: Book
Language:English
Published: London Arnold 2001
Series:Arnold texts in statistics
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • Introduction
  • Exponential smoothing
  • Stationary series
  • The state space approach
  • Fitting ARIMA models
  • The frequency domain and the spectrum
  • Estimation and use of the power spectrum
  • Two or more series
  • The R language
  • References
  • Index.