時系列分析：Ｒによる入門（第７版） The Analysis of Time Series : An Introduction with R (Chapman & Hall/crc Texts in Statistical Science) （7TH）

Chatfield, Chris/ Xing, Haipeng

Chapman & Hall/CRC（2019/05発売）

Chapman & Hall/CRC（2019/05発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 414 p.
• 言語 ENG
• 商品コード 9781498795630
• DDC分類 519.55

Full Description

This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.

Contents

1. Introduction 2. Basic Descriptive Techniques 3. Some Linear Time Series Models 4. Fitting Time Series Models in the Time Domain 5. Forecasting 6. Stationary Processes in the Frequency Domain 7. Spectral Analysis 8. Bivariate Processes 9. Linear Systems 10. State-Space Models and the Kalman Filter 11. Non-Linear Models 12. Volatility Models 13. Multivariate Time Series Modelling 14. Some More Advanced Topics Appendix A Fourier, Laplace, and z-Transforms. Appendix B Dirac Delta Function. Appendix C Covariance and Correlation. Answers to Exercises.