Book:Time series analysis and its applications with R examples_2ed

Author:Shumway, Robert H., Stoffer, David S.

Publisher:Springer

Contents:

1 Characteristics of Time Series 1

2 Time Series Regression and Exploratory Data Analysis 48

3 ARIMA Models 84

4 Spectral Analysis and Filtering 174

5 Additional Time Domain Topics 271

6 State-Space Models 324

7 Statistical Methods in the Frequency Domain 412

Appendix A: Large Sample Theory 501

Appendix B: Time Domain Theory 522

Appendix C: Spectral Domain Theory 534

References 555

Index 569

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