Singular Spectrum Analysis: step by step with R

Singular Spectrum Analysis: step by step with R

Singular Spectrum Analysis (SSA) is a non-parametric technique and requires no prior statistical assumptions such as stationarity or linearity of the series and works with both linear and non linear data. Practically there are some few programs, such as SAS and Caterpillar, which allow performing the SSA technique, but these require payments which are sometimes not economical for an individual researcher. 

Dr. Rahim Mahmoudvand, an SDAT member, in collaboration with Dr. Hossein Hassani at the Bussiness School, Bournemouth University, UK and Prof. Kerry Patterson at the Department of Economics, University of Reading, UK  is currently working on a book that provides a comprehensive guide enabling the users of SSA to apply the theory in practice using the R software. This book provides the user with step- by- step coding and guidance for the practical application of the SSA technique to analyze their time series using R. Palgrave Macmillan will publish this book. For more information, you can contact Dr. Rahim Mahmoudvand.

Date

19 September 2016

Tags

Time Series, R Program

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