请大众推举好的time series analysis的书籍!

温瑾

贴子已被锁定

√√√√√√√ 分类黄页免费登记了，越早越靠前哦！赶紧进来登记吧！ http://www.nybbs.com/portal.php?mod=list&catid=21

amwaylee

http://www.stat.pitt.edu/stoffer/tsa2/pretty nice book, but it uses R...

xmslgxl

Times Seires大局部是用Splus和R的

nopq647

Introduction to Time Series and Forecasting (Hardcover)by Peter J. Brockwell (Author), Richard A. Davis (Author)
that's for beginning level, the same author also has a more advanced one: Time Series: Theory and Methods
basically tsa from Brockwell and Priestley are the most popular and classical books, latter is focused more on spectral analysis.
hope it helps=)

钻石级小鱼

以下是引用zachanson在2008-8-5 19:11:00的发言：
R 学 校以 外的 地 方用 的多 吗？  

nopq647

这么专业的话题啊    转到华人学堂了    多谢