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首页Time series analysis and its applications with R examples-时间序列分析及其R应用
Time series analysis and its applications with R examples-时间序列分析...
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Time series analysis and its applications with R examples 时间序列分析及R应用
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Springer Texts in Statistics
Advisors:
George Casella Stephen Fienberg Ingram Olkin
Springer Texts in Statistics
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Inference, Second Edition
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(continued after index)
Robert H. Shumway
David S. Stoffer
Time Series Analysis
and Its Applications
With R Examples
Second Edition
With 160 Illustrations
Robert H. Shumway David S. Stoffer
Department of Statistics Department of Statistics
University of California, Davis University of Pittsburgh
Davis, CA 95616 Pittsburgh, PA 15260
USA USA
rshumway@ucdavis.edu stoffer@pitt.edu
or
shumway@wald.ucdavis.edu
Editorial Board
George Casella Stephen Fienberg Ingram Olkin
Department of Statistics Department of Statistics Department of Statistics
University of Florida Carnegie Mellon University Stanford University
Gainesville, FL 32611-8545 Pittsburgh, PA 15213-3890 Stanford, CA 94305
USA USA USA
Library of Congress Control Number: 2005935284
ISBN-10: 0-387-29317-5
ISBN-13: 978-0387-29317-2
Printed on acid-free paper.
©2006 Springer Science+Business Media, LLC
All rights reserved. This work may not be translated or copied in whole or in part without the
written permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street,
New York, NY 10013, USA), except for brief excepts in connection with reviews or scholarly
analysis. Use in connection with any form of information storage and retrieval, electronic adap-
tation, computer software, or by similar or dissimilar methodology now known or hereafter
developed is forbidden.
The use in this publication of trade names, trademarks, service marks, and similar terms, even if
they are not identified as such, is not to be taken as an expression of opinion as to whether or
not they are subject to proprietary rights.
Printed in the United States of America. (MVY)
987654321
springer.com
To my wife, Ruth, for her support and joie de vivre, and to the
memory of my thesis adviser, Solomon Kullback.
R.H.S.
To my family, who constantly remind me what is important.
D.S.S.
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