Jonathan D. Cryer, Kung-Sik Chan - Time Series Analysis: With Applications in R (2nd edition)
Published: 2009-10-14 | ISBN: 0387759581, 1441926135 | PDF | 491 pages | 5 MB
This book has been developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. A unique feature of this edition is its integration with the R computing environment. Basic applied statistics is assumed through multiple regression. 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. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology.