Dieses Buch pr�sentiert die wichtigsten Modelle und Verfahren der Zeitreihenanalyse, unter Nutzung der Programmiersprache R, in einer f�r Studierende und Anwender leicht zug�nglichen Form.
Der Schwerpunkt liegt auf dem Zeitbereich; speziell werden explorative Methoden, ARMA-Modelle mit ihren Erweiterungen, Prognosemethoden und Zeitreihenregressionen behandelt. Auch der Frequenzbereich wird geeignet vorgestellt. Weiter werden multivariate Zeitreihen, Zustandsraummodelle und Modelle f�r Heteroskedastizit�t behandelt.
Die Methoden werden �berwiegend an Hand einfacher Situationen verdeutlicht und mittels zahlreicher realer Beispiele illustriert. Die Beispiele stammen aus den Bereichen Wirtschaftswissenschaften, Biologie, Geologie, Medizin und Meteorologie. Bei den Beispielen wird der zugeh�rige R-Code jeweils angegeben und kommentiert. Die selbst geschriebenen Funktionen werden in einem eigenen R-Paket zur Verf�gung gestellt. Zudem enth�lt jedes Kapitel eine �bersicht �ber die entsprechenden R-Funktionen der verschiedenen R-Pakete.
F�r die Neuauflage wurde der Text aktualisiert und einzelne Kapitel wurden erweitert.

About the Authors

Prof. Dr. Rainer Schlittgen lehrte Statistik an der Fakult�t f�r Betriebswirtschaft an der Universit�t Hamburg.

Dr. Cristina Sattarhoff ist Habilitandin und Dozentin am Institut f�r Statistik der Fakult�t f�r Betriebswirtschaft, Universit�t Hamburg.

Rainer Schlittgen, Cristina Sattarhoff, University of Hamburg, Germany

"About this title" may belong to another edition of this title.

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