Time Series Analysis and Its Applications 第四版（书本PDF+R code）

Time Series Analysis and Its Applications With R Examples(4th)

Authors: Shumway, Robert H., Stoffer, David S.
Contents简介：
1 Characteristics of Time Series
1.1 The Nature of Time Series Data
1.2 Time Series Statistical Models
1.3 Measures of Dependence
1.4 Stationary Time Series
1.5 Estimation of Correlation
1.6 Vector-Valued and Multidimensional Series
2 Time Series Regression and Exploratory Data Analysis
2.1 Classical Regression in the Time Series Context
2.2 Exploratory Data Analysis
2.3 Smoothing in the Time Series 3 ARIMA Models
3.1 Autoregressive Moving Average Models
3.2 Difference Equations
3.3 Autocorrelation and Partial Autocorrelation
3.4 Forecasting
3.5 Estimation
3.6 IntegratedModels for Nonstationary Data
3.7 Building ARIMA Models
3.8 Regression with Autocorrelated Errors
3.9 Multiplicative Seasonal ARIMA Models
4 Spectral Analysis and Filtering.....
5 Additional Time Domain Topics....
6 State Space Models....
7 StatisticalMethods in the Frequency Domain....