Introductory Time Series with R (Use R!)

Amazon.com Price: $37.93 (as of 11/10/2019 08:02 PST- Details)

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This book offers you a step by step introduction to analysing time series the usage of the open source software R. Each and every 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, the usage of 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. After all, the model is used to analyse observed data taken from a practical application. By the usage of R, the whole procedure can also be reproduced by the reader. All of the data sets used in the book are to be had on the website http://staff.elena.aut.ac.nz/Paul-Cowpertwait/ts/.

The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may want to analyse time series as a part of their taught programme or their research.

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