Angewandte Zeitreihenanalyse mit R

Rainer Schlittgen; Cristina Sattarhoff

Published by De Gruyter Oldenbourg 2020

Angewandte Zeitreihenanalyse mit R

Applied Time Series Analysis in R

Rainer Schlittgen and Cristina Sattarhoff

In the series Lehr- und Handbücher der Statistik

https://doi.org/10.1515/9783110694390

Overview
Contents

About this book

This book presents the most important models and techniques for time series analysis. It focuses on the time domain and pays special attention to explorative methods, ARMA models with their extensions, prediction methods, and time series regressions. The text has been brought up to date for the fourth edition, and certain chapters have been expanded.

Author / Editor information

Rainer Schlittgen, Cristina Sattarhoff, University of Hamburg, Germany

Supplementary Materials

Topics

Frontmatter Publicly Available Download PDF	I
Vorwort zur vierten Auflage Publicly Available Download PDF	V
Vorwort zur zweiten Auflage Publicly Available Download PDF	VII
Inhalt Publicly Available Download PDF	IX
1 Fragestellungen und Datensituation Requires Authentication Unlicensed Licensed Download PDF	1
2 Grundlagen und einfache Methoden Requires Authentication Unlicensed Licensed Download PDF	9
3 Lineare Zeitreihenmodelle Requires Authentication Unlicensed Licensed Download PDF	69
4 Differenzen- und Trendinstationarität Requires Authentication Unlicensed Licensed Download PDF	111
5 Prognosen mit univariaten Zeitreihenmodellen Requires Authentication Unlicensed Licensed Download PDF	119
6 Periodizitäten in Zeitreihen Requires Authentication Unlicensed Licensed Download PDF	133
7 Prozesse mit langem Gedächtnis Requires Authentication Unlicensed Licensed Download PDF	173
8 Mehrdimensionale Zeitreihen Requires Authentication Unlicensed Licensed Download PDF	187
9 Regressionsmodelle für Zeitreihen Requires Authentication Unlicensed Licensed Download PDF	225
10 Zustandsraummodelle und Kalman-Filter Requires Authentication Unlicensed Licensed Download PDF	247
11 Nichtlineare Modelle Requires Authentication Unlicensed Licensed Download PDF	263
12 Spezielle Probleme Requires Authentication Unlicensed Licensed Download PDF	289
13 Einführung in R Requires Authentication Unlicensed Licensed Download PDF	309
Die aufgerufenen R-Funktionen Requires Authentication Unlicensed Licensed Download PDF	333
Die Zeitreihen Requires Authentication Unlicensed Licensed Download PDF	335
Literatur Requires Authentication Unlicensed Licensed Download PDF	337
Abkürzungen und Symbole Requires Authentication Unlicensed Licensed Download PDF	345
Sachindex Requires Authentication Unlicensed Licensed Download PDF	347

(Deutsch)

Language: German
Publisher: De Gruyter Oldenbourg
Edition: 4., erweiterte und aktualisierte Auflage
Audience: This book is targeted at economics and statistics students as well as researchers.
Pages
- Front matter: 11
- Main content: 351
Illustrations
- Illustrations: 132
- Tables: 7

eBook

Published: August 10, 2020
ISBN: 9783110694390

Paperback

Published: August 10, 2020
ISBN: 9783110694093