Introductory Time Series with R
Paul SP Cowpertwait · Springer Verlag · 2009-08-21
Yearly global mean temperature and ocean levels, daily share prices, and the signals transmitted back to earth by the Voyager space craft are all example of sequential observations over time known as time series. 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 confirms understanding of both the model and the R routine for fitting it to the data. Finally, the model is applied to an analysis of a historical data set. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the web siteThe book is written for undergraduate students of mathematics, economics, business and finance, geography, and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research.
- ISBN
- 9780387886978
- 출판일
- 2009-08-21
- 출판사
- Springer Verlag
- 저자
- Paul SP Cowpertwait
