The book is OK but it falls behind other available texts at comparable or lower prices. I agree with others that the book is not the best introduction and neither a must-have rigorous reference. The main contribution is that it does account for some topics not typically found in most time series tex
Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
โ Scribed by Robert H. Shumway, David S. Stoffer
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Leaves
- 588
- Series
- Springer Texts in Statistics
- Edition
- 2nd
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
The book is OK but it falls behind other available texts at comparable or lower prices. I agree with others that the book is not the best introduction and neither a must-have rigorous reference. The main contribution is that it does account for some topics not typically found in most time series textbooks as mentioned in Dr. Chernick's review. The new edition of the classic by Box et al and the introductory text by Brockwell and Davis (ITSF) are muchl superior to Shumway and Stoffer in terms of introducing the core subject (ARIMA modelling) though not using R. If one wants R material (which by the way has powerful time series resources) than the book by Cryer and Chan does a much better job. If one wants more theory and technical detail, and also a solid introduction to multivariate methods, then the theoretical book by Brockwell and Davis (TSTM) and Hamilton's text are way better than this book. Applied economists wanting intro material should check Ender's applied text and engineers serious about time series cannot do better than owning Box et al and the (frequency domain) book by Percival and Walden. Statisticians and advanced readers can go to the two theoretical books I mentioned before.
๐ SIMILAR VOLUMES
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