Introductory Time Series with R

DOI10.1007/978-0-387-88698-5zbMath1179.62115OpenAlexW1824651852MaRDI QIDQ3621901

Paul Cowpertwait, Andrew Metcalfe

Publication date: 22 April 2009

Full work available at URL: https://doi.org/10.1007/978-0-387-88698-5

zbMATH Keywords

regression analysisspectral analysisstate space modelsnon-stationary time serieslong-memory processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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Uses Software

• R
• vars
• tseries

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