{"product_id":"introductory-time-series-with-r-9780387886978","title":"Introductory Time Series with R","description":"Rhasacommandlineinterfacethato?ersconsiderableadvantagesovermenu systemsintermsofe?ciencyandspeedoncethecommandsareknownandthe languageunderstood. However, thecommandlinesystemcanbedauntingfor the?rst-timeuser, sothereisaneedforconcisetextstoenablethestudentor analysttomakeprogresswithRintheirareaofstudy. Thisbookaimstoful?l thatneedintheareaoftimeseries toenablethenon-specialisttoprogress, atafairlyquickpace, toalevelwheretheycancon?dentlyapplyarangeof timeseriesmethodstoavarietyofdatasets. Thebookassumesthereader hasaknowledgetypicalofa?rst-yearuniversitystatisticscourseandisbased aroundlecturenotesfromarangeoftimeseriescoursesthatwehavetaught overthelasttwentyyears. Someofthismaterialhasbeendeliveredtopo- graduate?nancestudentsduringaconcentratedsix-weekcourseandwaswell received, soaselectionofthematerialcouldbemasteredinaconcentrated course, althoughingeneralitwouldbemoresuitedtobeingspreadovera completesemester. Thebookisbasedaroundpracticalapplicationsandgenerallyfollowsa similar format for each time series model being studied. First, there is an introductory motivational section that describes practical reasons why the modelmaybeneeded. Second, themodelisdescribedandde?nedinma- ematicalnotation. Themodelisthenusedtosimulatesyntheticdatausing Rcodethatcloselyre?ectsthemodelde?nitionandthen?ttedtothes- theticdatatorecovertheunderlyingmodelparameters. Finally, themodel is?ttedtoanexamplehistoricaldatasetandappropriatediagnosticplots given. By using R, the whole procedure can be reproduced by the reader, 1 anditisrecommendedthatstudentsworkthroughmostoftheexamples. Mathematical derivations are provided in separate frames and starred sec- 1 WeusedtheRpackageSweavetoensurethat, ingeneral, yourcodewillproduce thesameoutputasours. However, forstylisticreasonswesometimeseditedour code;e. g., fortheplotstherewillsometimesbeminordi?erencesbetweenthose generatedbythecodeinthetextandthoseshownintheactual?gures. vii viii Preface tionsandcanbeomittedbythosewantingtoprogressquicklytopractical applications. Attheendofeachchapter, aconcisesummaryoftheRc- mands that were used is given followed by exercises. All data sets used in thebook, andsolutionstotheoddnumberedexercises, areavailableonthe websitehttp: \/\/www. massey. ac. nz\/?pscowper\/ts. WethankJohnKimmelofSpringerandtheanonymousrefereesfortheir helpfulguidanceandsuggestions, BrianWebbyforcarefulreadingofthetext andvaluablecomments, andJohnXieforusefulcommentsonanearlierdraft. TheInstituteofInformationandMathematicalSciencesatMasseyUniv- sity and the School of Mathematical Sciences, University of Adelaide, are acknowledgedforsupportandfundingthatmadeourcollaborationpossible. Paul thanks his wife, Sarah, for her continual encouragement and support duringthewritingofthisbook, andourson, Daniel, anddaughters, Lydia andLouise, forthejoytheybringtoourlives. AndrewthanksNataliefor providinginspirationandherenthusiasmfortheproject. PaulCowpertwaitandAndrewMetcalfe MasseyUniversity, Auckland, NewZealand UniversityofAdelaide, Australia December2008 Contents Preface. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii 1 TimeSeriesData. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1. 1 Purpose. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1. 2 Timeseries. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1. 3 Rlanguage. . . . . . . . . . . . . . . . . . . . . . . . .\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=AUTH-4555098\"\u003ePaul S. P. Cowpertwait\u003c\/a\u003e, \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=AUTH-7032691\"\u003eAndrew V. Metcalfe\u003c\/a\u003e\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 06\/09\/2009\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 256\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.85lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.57d\u003cbr\u003e\u003cb\u003eISBN13:\u003c\/b\u003e 9780387886978\u003cbr\u003e\u003cb\u003eISBN10:\u003c\/b\u003e 0387886974\u003cbr\u003e\u003cb\u003eBISAC Categories:\u003c\/b\u003e\u003cbr\u003e- \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=CAT-MAT\"\u003eMathematics\u003c\/a\u003e | \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=BISAC-MAT029000\"\u003eProbability \u0026amp; Statistics | General\u003c\/a\u003e\u003cbr\u003e- \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=CAT-COM\"\u003eComputers\u003c\/a\u003e | \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=BISAC-COM014000\"\u003eComputer Science\u003c\/a\u003e\u003cbr\u003e- \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=CAT-SCI\"\u003eScience\u003c\/a\u003e | \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=BISAC-SCI026000\"\u003eEnvironmental Science (see also Chemistry | Environmental)\u003c\/a\u003e\u003cbr\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003ePaul Cowpertwait is an associate professor in mathematical sciences (analytics) at Auckland University of Technology with a substantial research record in both the theory and applications of time series and stochastic models. Andrew Metcalfe is an associate professor in the School of Mathematical Sciences at the University of Adelaide, and an author of six statistics text books and numerous research papers. Both authors have extensive experience of teaching time series to students at all levels.\u003c\/p\u003e\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Default Title","offer_id":44564944716013,"sku":"9780387886978","price":104.98,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0550\/8097\/6621\/products\/img_7730e35e-2455-456c-be87-7917ca2450cc.jpg?v=1701857055","url":"https:\/\/sureshotbooks.com\/es\/products\/introductory-time-series-with-r-9780387886978","provider":"SureShot Books Publishing LLC","version":"1.0","type":"link"}