Time Series Analysis

With Applications in R

Authors:

ISBN: 978-0-387-75958-6 (Print) 978-0-387-75959-3 (Online)

Table of contents (15 chapters)

  1. Front Matter

    Pages i-xiii

  2. No Access

    Book Chapter

    Pages 1-10

    Introduction

  3. No Access

    Book Chapter

    Pages 11-26

    Fundamental Concepts

  4. No Access

    Book Chapter

    Pages 27-54

    Trends

  5. No Access

    Book Chapter

    Pages 55-85

    Models For Stationary Time Series

  6. No Access

    Book Chapter

    Pages 87-107

    Models For Nonstationary Time Series

  7. No Access

    Book Chapter

    Pages 109-147

    Model Specification

  8. No Access

    Book Chapter

    Pages 149-174

    Parameter Estimation

  9. No Access

    Book Chapter

    Pages 175-190

    Model Diagnostics

  10. No Access

    Book Chapter

    Pages 191-226

    Forecasting

  11. No Access

    Book Chapter

    Pages 227-248

    Seasonal Models

  12. No Access

    Book Chapter

    Pages 249-276

    Time Series Regression Models

  13. No Access

    Book Chapter

    Pages 277-318

    Time Series Models Of Heteroscedasticity

  14. No Access

    Book Chapter

    Pages 319-350

    Introduction To Spectral Analysis

  15. No Access

    Book Chapter

    Pages 351-382

    Estimating The Spectrum

  16. No Access

    Book Chapter

    Pages 383-422

    Threshold Models

  17. Back Matter

    Pages 423-491