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Statistical analysis of financial data in S-PLUS

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Cover of 'Statistical analysis of financial data in S-PLUS'

Table of Contents

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    Book Overview
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    Chapter 1 Univariate Exploratory Data Analysis
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    Chapter 2 Multivariate Data Exploration
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    Chapter 3 Parametric Regression
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    Chapter 4 Local & Nonparametric Regression
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    Chapter 5 Time Series Models: AR, MA, ARMA, & All That
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    Chapter 6 Multivariate Time Series, Linear Systems and Kalman Filtering
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    Chapter 7 Nonlinear Time Series: Models and Simulation
Attention for Chapter 5: Time Series Models: AR, MA, ARMA, & All That
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