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Time Series Analysis With Applications In R(1st Edition)
Authors:
Jonathan D Cryer ,Kung Sik Chan
Cover Type:Hardcover
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ISBN: B001IQWO4A, B0BXJ9VP8F
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Book Summary: The Book Was Developed For A One-semester Course Usually Attended By Students In Statistics, Economics, Business, Engineering, And Quantitative Social Sciences. Basic Applied Statistics Through Multiple Linear Regression Is Assumed. Calculus Is Assumed Only To The Extent Of Minimizing Sums Of Squares, But A Calculus-based Introduction To Statistics Is Necessary For A Thorough Understanding Of Some Of The Theory. However, Required Facts Concerning Expectation, Variance, Covariance, And Correlation Are Reviewed In Appendices. Also, Conditional Expectation Properties And Minimum Mean Square Error Prediction Are Developed In Appendices. Actual Time Series Data Drawn From Various Disciplines Are Used Throughout The Book To Illustrate The Methodology. The Book Contains Additional Topics Of A More Advanced Nature That Can Be Selected For Inclusion In A Course If The Instructor So Chooses. All Of The Plots And Numerical Output Displayed In The Book Have Been Produced With The R Software, Which Is Available From The R Project For Statistical Computing At Www.r-project.org. Some Of The Numerical Output Has Been Edited For Additional Clarity Or For Simplicity. R Is Available As Free Software Under The Terms Of The Free Software Foundation's GNU General Public License In Source Code Form. It Runs On A Wide Variety Of UNIX Platforms And Similar Systems, Windows, And MacOS. R Is A Language And Environment For Statistical Computing And Graphics, Provides A Wide Variety Of Statistical (e.g., Time-series Analysis, Linear And Nonlinear Modeling, Classical Statistical Tests) And Graphical Techniques, And Is Highly Extensible. The Extensive Appendix An Introduction To R, Provides An Introduction To The R Software Specially Designed To Go With This Book. One Of The Authors (KSC) Has Produced A Large Number Of New Or Enhanced R Functions Specifically Tailored To The Methods Described In This Book. They Are Listed On Page 468 And Are Available In The Package Named TSA On The R Project’s Website At Www.r-project.org. We Have Also Constructed R Command Script Files For Each Chapter. These Are Available For Download At Www.stat.uiowa.edu/ ~kchan/TSA.htm. We Also Show The Required R Code Beneath Nearly Every Table And Graphical Display In The Book. The Datasets Required For The Exercises Are Named In Each Exercise By An Appropriate Filename; For Example, Larain For The Los Angeles Rainfall Data. However, If You Are Using The TSA Package, The Datasets Are Part Of The Package And May Be Accessed Through The R Command Data(larain), For Example. All Of The Datasets Are Also Available At The Textbook Website As ASCII Files With Variable Names In The First Row. We Believe That Many Of The Plots And Calculations Viii Described In The Book Could Also Be Obtained With Other Software, Such As SAS©, Splus©, Statgraphics©, SCA©, EViews©, RATS©, Ox©, And Others
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