时间序列分析Time Series Analysis with applications in R -厦大数统

Textbooks:
Jonathan D. Cryer and Kung-sik Chan (2010).
Time Series Analysis with applications in R
Software:
R download from http://cran.r-project. org
Reference books
-Ruey S. Tsay (2010). Analysis of Financial Time Series
— David Ruppert (2011). Statistics and Data Analysis for Financial Engineering
-OReilly (2010). R in a nutshell.

+课件 6.2 MB
| Chapter9_Time_Series_Regression.pdf 130.0 KB
| Chapter9_Case_Study_2020.pdf 549.0 KB
| Chapter8_Seasonality_2020.pdf 437.0 KB
| Chapter8_Seasonal_ARIMA_Models.pdf 292.0 KB
| Chapter7_Forecasting_2020.pdf 635.0 KB
| Chapter7_Forecasting.pdf 305.0 KB
| Chapter6_Model_Diagnostics.pdf 238.0 KB
| Chapter5_Parameter_Estimation.pdf 394.0 KB
| Chapter4_Model_Specification.pdf 547.0 KB
| Chapter3_Stationary_Linear_Time_Series_Models.pdf 450.0 KB
| Chapter1-2_Time_Series_Model_and_Stationarity.pdf 296.0 KB
| Chapter1-2_Time_Series_Model_and_Stationarity(1).pdf 296.0 KB
| Chapter12_Regression and_Spurious_Regression_2020.pdf 610.0 KB
| Chapter11_Covariance-stationary_Vector_Processes_2020.pdf 419.0 KB
| Chapter10_Volatility_2020.pdf 320.0 KB
| Chapter10_Conditional_Heteroscedastic_Models.pdf 313.0 KB
| Chapter0_Introduction.pdf 48.6 KB
| Chapter0_Introduction(1).pdf 48.6 KB
+课本及参考资料 131.0 MB
+代码 115.0 KB
volatility.r 3.7 KB
volatility(1).r 3.7 KB
temperature.R 2.3 KB
temperature(1).R 2.3 KB
Ngarch.r 1.3 KB
Ngarch(1).r 1.3 KB
Igarch.r 3.1 KB
Igarch(1).r 3.1 KB
gasoline.R 2.8 KB
gasoline(1).R 2.8 KB
garchM.r 4.6 KB
garchM(1).r 4.6 KB
Egarch.r 1.2 KB
Egarch(1).r 1.2 KB
cola_seasonal_analysis.R 1.4 KB
cola_seasonal_analysis(1).R 1.4 KB
archTest.r 286 Byte
archTest(1).r 286 Byte
+data 73.6 KB
w-petroprice.txt 19.5 KB
w-gasoline.txt 4.8 KB
q-ko-earns8309.txt 3.2 KB
m-ncdc-noaa-glbtemp.txt 29.2 KB
m-intcsp7309.txt 16.9 KB