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The Analysis of Time Series: An Introduction with R, Seventh Edition

Research output: Book/ReportBookpeer-review

229 Scopus citations

Abstract

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.

Original languageEnglish
PublisherCRC Press
Number of pages398
ISBN (Electronic)9781498795647
ISBN (Print)9781138066137
DOIs
StatePublished - Jan 1 2019

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