22. Time Series Analysis

  1. Michael J. Crawley

Published Online: 14 SEP 2007

DOI: 10.1002/9780470515075.ch22

The R Book

The R Book

How to Cite

Crawley, M. J. (2007) Time Series Analysis, in The R Book, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470515075.ch22

Author Information

  1. Imperial College London at Silwood Park, UK

Publication History

  1. Published Online: 14 SEP 2007
  2. Published Print: 20 APR 2007

ISBN Information

Print ISBN: 9780470510247

Online ISBN: 9780470515075

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Keywords:

  • time series analysis;
  • Nicholson's blowflies;
  • partial autocorrelation;
  • seasonal data;
  • decompositions;
  • spectral analysis;
  • simulated time series;
  • autoregressive moving average (ARMA) models

Summary

This chapter contains sections titled:

  • Nicholson's Blowflies

  • Moving Average

  • Seasonal Data

  • Built-in Time Series Functions

  • Decompositions

  • Testing for a Trend in the Time Series

  • Spectral Analysis

  • Multiple Time Series

  • Simulated Time Series

  • Time Series Models

  • Time series modelling on the Canadian lynx data