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A COURSE IN Time Series AnalysisSuhasini Subba KaoEmail: suhas ini. subbaraoQstat. tamu. edu44213Contentsb___ỉiitxodiictiũiil12Lu____Time Series data! 0!......................................................... 1211.2 R code..................................................................... 15Ị1.3 Filtering time series!..................................................... 17Ị1.1 Terminology!........................................................ 0....... 1712Trends in a time seriesl18|‘2.1~Paranĩẽtric I rend!...................................................... 191*2.1.! Least squares estimati0
on].......................................... 21Ị2.2Differencing.............................................................. 24Ị2.3Nonparametric met 0 tatiinalurb.................................................. 28|2J___What is trend and what, is noise?]........................................ 29l2Jj__lAniodicJiuicliuiiii...................................................... 3112.5.1__The sine and cosine transform................................ 0...... 32[2.5.2 TheFcairier transform (the sine and eosine transform in disguise)] . . 3312.5.3_The discrete Fourier transform).......................0
............. 36Ị2.5.4 The discrete Fourier transform ami periodic signals................. 38Ị2.5.5 Smooth t rends and its corresponding DPT]........A COURSE IN Time Series AnalysisSuhasini Subba KaoEmail: suhas ini. subbaraoQstat. tamu. edu44213Contentsb___ỉiitxodiictiũiil12Lu____Time Series data! 0......................... 47Ị2.5.8 History of t he periodogram......................................... 491|2.6Data Analysis: EEC! data...................................................... 51Ị2.6.1 Connecting Hertz andFrequencies}...................................... 51Ị2.6.2 Data Analysis]....... 0.................................................. 54122___Exercises!.................................................................... 58[3 Station0
ary Time Series]62I3J___Preliminaries ................................................................ 6213.1.1_Formal definition of a time scries:...A COURSE IN Time Series AnalysisSuhasini Subba KaoEmail: suhas ini. subbaraoQstat. tamu. edu44213Contentsb___ỉiitxodiictiũiil12Lu____Time Series data!A COURSE IN Time Series AnalysisSuhasini Subba KaoEmail: suhas ini. subbaraoQstat. tamu. edu44213Contentsb___ỉiitxodiictiũiil12Lu____Time Series data!Gọi ngay
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