Contents
1 Getting started 2
1.1 Downloading and Installing R . . . . . . . . . . . . . . . . . . . . 2
1.2 Data Preparation and Import in R . . . . . . . . . . . . . . . . . 2
1.3 Basic R–commands: Data Manipulation and Visualization . . . . 3
2 Simple Component Analysis 8
2.1 Linear Filtering of Time Series . . . . . . . . . . . . . . . . . . . . 8
2.2 Decomposition of Time Series . . . . . . . . . . . . . . . . . . . . 9
2.3 Regression analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3 Exponential Smoothing 14
3.1 Introductionary Remarks . . . . . . . . . . . . . . . . . . . . . . . 14
3.2 Exponential Smoothing and Prediction of Time Series . . . . . . . 14
4 ARIMA–Models 17
4.1 Introductionary Remarks . . . . . . . . . . . . . . . . . . . . . . . 17
4.2 Analysis of Autocorrelations and Partial Autocorrelations . . . . . 17
4.3 Parameter–Estimation of ARIMA–Models . . . . . . . . . . . . . 18
4.4 Diagnostic Checking . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.5 Prediction of ARIMA–Models . . . . . . . . . . . . . . . . . . . . 20
A Function Reference 22

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[此贴子已经被作者于2008-4-18 18:08:29编辑过]