The Analysis of Time Series: An Introduction with R (Paperback, 7)

Introduction Basic Descriptive Techniques Some Linear Time Series Models Fitting Time Series Models in the Time Domain Forecasting Stationary Processes in the Frequency Domain Spectral Analysis Bivariate Processes Linear Systems State-Space Models and the Kalman Filter Non-Linear Models Volatility Models Multivariate Time Series Modelling Some More Advanced Topics Appendix A Fourier, Laplace, and z-Transforms Appendix B Dirac Delta Function Appendix C Covariance and Correlation Answers to Exercises