Visit our Christmas Gift Finder
Click & Collect from 2 Hours*
Free Delivery to UK Shops
Free UK Standard Delivery On all orders £20 and over Free Delivery to UK Shops Local shops and expert booksellers nationwide Free Click & Collect to UK shops From 2 hours of your order*
The Analysis of Time Series: An Introduction with R - Chapman & Hall/CRC Texts in Statistical Science (Hardback)
  • The Analysis of Time Series: An Introduction with R - Chapman & Hall/CRC Texts in Statistical Science (Hardback)
zoom

The Analysis of Time Series: An Introduction with R - Chapman & Hall/CRC Texts in Statistical Science (Hardback)

(author), (author)
£145.00
Hardback 398 Pages / Published: 08/05/2019
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket

This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models. It also presents many examples and implementations of time series models and methods to reflect advances in the field.

Highlights of the seventh edition:

A new chapter on univariate volatility models

A revised chapter on linear time series models

A new section on multivariate volatility models

A new section on regime switching models

Many new worked examples, with R code integrated into the text

The book can be used as a textbook for an undergraduate or a graduate level time series course in statistics. The book does not assume many prerequisites in probability and statistics, so it is also intended for students and data analysts in engineering, economics, and finance.

Publisher: Taylor & Francis Ltd
ISBN: 9781138066137
Number of pages: 398
Weight: 925 g
Dimensions: 235 x 156 mm
Edition: 7th New edition

You may also be interested in...

Quantitative Methods
Added to basket
The Elements of Statistical Learning
Added to basket
How to Lie with Statistics
Added to basket
Probability and Random Processes
Added to basket
Advanced Statistics Demystified
Added to basket
Naked Statistics
Added to basket
£12.99
Paperback
How to Use Statistics
Added to basket
In All Likelihood
Added to basket
£40.49
Paperback
An Introduction to Statistical Learning
Added to basket
Statistics: A Very Short Introduction
Added to basket
Maths for Science
Added to basket
£37.99
Paperback
Bayesian Reasoning and Machine Learning
Added to basket
The Signal and the Noise
Added to basket

Please sign in to write a review

Your review has been submitted successfully.