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Time Series Analysis and Its Application with R Example

文件格式:Pdf 可复制性:可复制 TAG标签: PDF example analysis Series its 点击次数: 更新时间:2009-11-17 09:00
介绍

 

1 Characteristics of Time Series

2 Time Series Regression and Exploratory Data Analysis

3 ARIMA Models

4 Spectral Analysis and Filtering

5 Additional Time Domain Topics

6 State-Space Models

7 Statistical Methods in the Frequency Domain

Appendix A: Large Sample Theory

Appendix B: Time Domain Theory

Appendix C: Spectral Domain Theory

References

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