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The purpose of this lecture notes Preface is designed to provide an overview of methods that are useful for analyzing univariate and multivariate phenomena measured over time. Since this is a course emphasizing applications with both theory and applications, the reader is guided through examples involving real time series in the lectures. A collection of simple theoretical and applied exercises assuming a background that includes a beginning level
course in mathematical statistics and some computing skills follows each chapter.
More importantly, the computer code in R and datasets are provided for most of examples analyzed in this lecture notes. Some materials are based on the lecture notes given by Professor Robert H. Shumway, Department of Statistics, University of California at Davis and my colleague, Professor Stanislav Radchenko, Department of Economics, University of North Carolina at Charlotte.
Some datasets are provided by Professor Robert H. Shumway, Department of Statistics, Uni- versity of California at Davis and Professor Phillips Hans Franses at University of Rotterdam, Netherland. I am very grateful to them for providing their lecture notes and datasets.
analysis of time series data using r.pdf
(1.61 MB, 下载次数: 11, 售价: 3 金钱)
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发表于 2011-6-6 00:26:56
发表于 2011-11-25 13:40:02