Use R! - Cowpertwait P.S.P., Metcalfe A.V. - Introductory Time Series with R [2009, PDF, ENG]

Introductory Time Series with R

Год выпуска: 2009
Автор: Paul S.P. Cowpertwait, Andrew V. Metcalfe
Жанр: Пособие
Издательство: Springer
Серия: Use R
ISBN: 978-0-387-88697-8
Язык: Английский
Формат: PDF
Качество: eBook (изначально компьютерное)
Количество страниц: 262
Описание: Yearly global mean temperature and ocean levels, daily share prices, and the signals transmitted back to Earth by the Voyager space craft are all examples 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 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 can be reproduced by the reader. All the data sets used in the book are available on the website http://www.massey.ac.nz/~pscowper/ts