000			02193 a2200217 4500
020			_a9781498734226
040			_cIITK
041			_aeng
082			_a519.5502855 _bW878a2
100			_aWoodward , Wayne A.
245			_aApplied time series analysis with R _cWayne A. Woodward, Henry L. Gray and Alan C. Elliott
250			_a2nd
260			_bCRC Press _c2017 _aBoca Ratan
300			_axv, 618p
505			_aVirtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis. Features Gives readers the ability to actually solve significant real-world problems Addresses many types of nonstationary time series and cutting-edge methodologies Promotes understanding of the data and associated models rather than viewing it as the output of a "black box" Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website. Over 150 exercises and extensive support for instructors The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).
650			_aR (Computer program language)
650			_aTime-series analysis
700			_aGray, Henry L.
700			_aElliott, Alan C.
942			_cBK
999			_c557740 _d557740