Time Series Analysis with Applications in R,

摘要

This book is a comprehensive time series analysis text covering fundamental concepts such as stationarity and auto-correlation, all the way up to complex generalized auto-regressive conditional heteroscedastic financial modelling and spectral analysis. It is specifically intended to be used in conjunction with the programming language R and, although the theory is relevant to all analysts, a major benefit of the book would be lost to those users who do not intend to use R for their analysis.