Applied Time Series Analysis with R

Written By Wayne A. Woodward
Applied Time Series Analysis with R
  • Publsiher : CRC Press
  • Release : 17 February 2017
  • ISBN : 1498734278
  • Pages : 618 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Applied Time Series Analysis with R written by Wayne A. Woodward which was release on 17 February 2017, this book published by CRC Press. Available in PDF, EPUB and Kindle Format. Book excerpt: Virtually 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).

Applied Time Series Analysis with R

Applied Time Series Analysis with R
  • Author : Wayne A. Woodward,Henry L. Gray,Alan C. Elliott
  • Publisher : CRC Press
  • Release Date : 2017-02-17
  • Total pages : 618
  • ISBN : 1498734278
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Summary : Virtually 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 ...

Applied Time Series Analysis for Managerial Forecasting

Applied Time Series Analysis for Managerial Forecasting
  • Author : Charles R. Nelson
  • Publisher : Holden Day
  • Release Date : 1973
  • Total pages : 231
  • ISBN : 1498734278
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Summary : Download or read online Applied Time Series Analysis for Managerial Forecasting written by Charles R. Nelson, published by Holden Day which was released on 1973. Get Applied Time Series Analysis for Managerial Forecasting Books now! Available in PDF, ePub and Kindle....

Applied Time Series Analysis for the Social Sciences

Applied Time Series Analysis for the Social Sciences
  • Author : Richard McCleary,Professor of Criminology Law & Society and Planning Policy & Design Richard McCleary,Richard Hay,Errol E. Meidinger,David MacDowall
  • Publisher : SAGE Publications, Incorporated
  • Release Date : 1980-07
  • Total pages : 331
  • ISBN : 1498734278
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Summary : McCleary and Hay have made time series analysis techniques -- the Box-Jenkins or ARIMA methods -- accessible to the social scientist. Rejecting the dictum that time series analysis requires substantial mathematical sophistication, the authors take a clearly written, step-by-step approach. They describe the logic behind time series analysis, and its ...

Applied Time Series

Applied Time Series
  • Author : T. M. J. A. Cooray
  • Publisher : Unknown
  • Release Date : 2008
  • Total pages : 280
  • ISBN : 1498734278
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Summary : Applied Time Series: Analysis and Forecasting provides the theories, methods and tools for necessary modeling and forecasting of time series. It includes a complete theoretical development of univariate time series models with each step demonstrated with an analysis of real time data series. The result is clear presentation, quantified subjective ...

Applied Time Series Analysis and Innovative Computing

Applied Time Series Analysis and Innovative Computing
  • Author : Sio-Iong Ao
  • Publisher : Springer Science & Business Media
  • Release Date : 2010-04-21
  • Total pages : 112
  • ISBN : 1498734278
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Summary : Applied Time Series Analysis and Innovative Computing contains the applied time series analysis and innovative computing paradigms, with frontier application studies for the time series problems based on the recent works at the Oxford University Computing Laboratory, University of Oxford, the University of Hong Kong, and the Chinese University of ...

Applied Time Series Analysis

Applied Time Series Analysis
  • Author : David F. Findley
  • Publisher : Academic Press
  • Release Date : 2014-05-10
  • Total pages : 356
  • ISBN : 1498734278
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Summary : Applied Time Series Analysis contains the proceedings of the First Applied Time Series Symposium held in Tulsa, Oklahoma, on May 14-15, 1976. The symposium provided a forum for reviewing various applications of time series analysis and covered topics ranging from nonlinear time series modeling and G-spectral estimation to multivariate autoregression estimation ...

Applied Time Series Analysis

Applied Time Series Analysis
  • Author : Wayne A. Woodward,Henry L. Gray,Alan C Elliott
  • Publisher : CRC Press
  • Release Date : 2011-10-26
  • Total pages : 564
  • ISBN : 1498734278
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Summary : Virtually 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 includes examples across ...

Applied Time Series Analysis

Applied Time Series Analysis
  • Author : Terence C. Mills
  • Publisher : Academic Press
  • Release Date : 2019-02-08
  • Total pages : 432
  • ISBN : 1498734278
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Summary : Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results ...

Applied Time Series Analysis II

Applied Time Series Analysis II
  • Author : David F. Findley
  • Publisher : Academic Press
  • Release Date : 2014-05-10
  • Total pages : 810
  • ISBN : 1498734278
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Summary : Applied Time Series Analysis II contains the proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, on March 3-5, 1980. The symposium provided a forum for discussing significant advances in time series analysis and signal processing. Effective alternatives to the familiar least-square and maximum likelihood procedures are described, ...

Applied Time Series Analysis Basic techniques

Applied Time Series Analysis  Basic techniques
  • Author : Robert K.. Otnes,Robert K. Otnes,Loren Enochson,Loren D. Enochson
  • Publisher : John Wiley & Sons Incorporated
  • Release Date : 1978
  • Total pages : 449
  • ISBN : 1498734278
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Summary : Preliminary concepts; Probability and statistical concepts; Collecting and preprocessing data; Design of digital filters; Practical aspects of digital filtering; Fourier transforms; Covariance and convolution functions; Power and cross spectral densities; Transfer functions and coherence function; Computer subroutines for time series analysis....

Applied Time Series Analysis

Applied Time Series Analysis
  • Author : Robert K. Otnes,Loren Enochson
  • Publisher : Unknown
  • Release Date : 1978
  • Total pages : 550
  • ISBN : 1498734278
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Summary : Download or read online Applied Time Series Analysis written by Robert K. Otnes,Loren Enochson, published by which was released on 1978. Get Applied Time Series Analysis Books now! Available in PDF, ePub and Kindle....

Proceedings of the IEEE International Workshop on Applied Time Series Analysis Beijing 9 August 1988

Proceedings of the IEEE International Workshop on Applied Time Series Analysis  Beijing  9 August 1988
  • Author : Chi-hau Chen
  • Publisher : World Scientific Publishing Company Incorporated
  • Release Date : 1989
  • Total pages : 202
  • ISBN : 1498734278
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Summary : Download or read online Proceedings of the IEEE International Workshop on Applied Time Series Analysis Beijing 9 August 1988 written by Chi-hau Chen, published by World Scientific Publishing Company Incorporated which was released on 1989. Get Proceedings of the IEEE International Workshop on Applied Time Series Analysis Beijing 9 August 1988 Books now! Available in ...

Applied Time Series Econometrics

Applied Time Series Econometrics
  • Author : Helmut Lütkepohl,Markus Krätzig
  • Publisher : Cambridge University Press
  • Release Date : 2004-08-02
  • Total pages : 352
  • ISBN : 1498734278
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Summary : Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the ...

Applied Time Series Modelling and Forecasting

Applied Time Series Modelling and Forecasting
  • Author : Richard Harris,Robert Sollis
  • Publisher : Wiley
  • Release Date : 2003-06-02
  • Total pages : 316
  • ISBN : 1498734278
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Summary : This book covers time series modeling and forecasting for econometrics and finance students. This new edition has been simplified for more ease of use and includes new chapters and substantial important revisions....

Introduction to Time Series Analysis and Forecasting

Introduction to Time Series Analysis and Forecasting
  • Author : Robert A. Yaffee,Monnie McGee
  • Publisher : Academic Press
  • Release Date : 2000
  • Total pages : 528
  • ISBN : 1498734278
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Summary : Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS. The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models and has brief discussions of ...