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Matériel obligatoire et recommandé
Introductory Time Series with R
Cowpertwait, Paul / Metcalfe,
Éditeur : SPRINGER NATURE
ISBN papier: 9780387886978
Parution : 2009
Code produit : 1136453
Catégorisation :
Livres /
Science /
Mathématique /
Actuariat et mathématiques financières
Formats disponibles
| Format | Qté. disp. | Prix* | Commander |
|---|---|---|---|
| Livre papier | En rupture de stock** |
Prix membre : 61,70 $ Prix non-membre : 64,95 $ |
*Les prix sont en dollars canadien. Taxes et frais de livraison en sus.
**Ce produits est en rupture de stock mais sera expédié dès qu'ils sera disponible.
Description
Yearly global mean temperature and ocean levels, daily share prices, and the signals transmitted back to Earth by the Voyager space craft are all examples of sequential observations over time known as time series. 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://www.massey.ac.nz/~pscowper/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.