An Introduction to Univariate and Multiple Time Series Analysis with R

The purpose of this book is to provide a text for undergraduate student of Statistics on Time series analysis with R. the topics have been treated in such a manner that is easy to follow. The author believes that the contents treated in this book are the most needed for the students' course work and as well as the project. This book focused on the brief history of the development of time series analysis. It further examined the definition, objectives, uses and the components of time series. The assumption of time series, time plot and definition of terms are also provided in this book. This book considered analysis of classical time series. This includes decomposition, trend analysis and exponential smoothing in time series.Univariate time series analysis focused on the main features of Box-Jenkins methodology.This book also treated the introduction to multiple time series with interest on VAR models. Finally this book introduces R software in univariate and multiple time series analysis.

Autorentext

Dr Adenomon, M. O. is presently a lecturer in the department of Mathematics and Statistics,the Federal Polytechnic,Bida, Niger State,Nigeria. Dr. Adenomon has published articles both in National and international Journals. He is a member of the Nigerian Statistical Association and The Nigerian Mathematical Society.He is married with children.