Introductory Time Series with R (Use R!)

Introductory Time Series with R (Use R!) Author Paul S.P. Cowpertwait
ISBN-10 0387886974
ISBN-13 9780387886978
Year 2009-06-09
Pages 256
Language English
Publisher Springer
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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 staff elena aut ac nz Paul Cowpertwait ts The book is written for undergraduate students of mathematics economics business and finance geography engineering and related disciplines and postgraduate students who may need to analyse time series as part of their taught programme or their research

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