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The analysis of time series : an introduction / Chris Chatfield.

By: Material type: TextTextSeries: Chapman and Hall texts in statistical science series | Texts in statistical sciencePublication details: Boca Raton, Fla. ; London : Chapman & Hall/CRC, 2003.Edition: 6th edDescription: 312 p. ; 24 cmISBN:
  • 9781584883173 (pbk.) :
  • 1584883170
Subject(s): DDC classification:
  • 519.55 CHA
LOC classification:
  • QA280 .C43 2003
Contents:
1.Introduction -- 2.Simple descriptive techniques -- 3.Some time-series models -- 4.Fitting time-series models in the time domain -- 5.Forecasting -- 6.Stationary processes in frequency domain -- 7.Spectral analysis - 8.Bivariate processes -- 9.Linear systems -- 10.State-space modles and the Kalman filter --- 11.Non-linear modles -- 12.Multivariate time-series modelling -- 13.Some more advanced topics -- 14.Examples and practical advice.
Summary: Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Long Loan TUS: Midlands, Main Library Athlone General Lending 519.55 CHA (Browse shelf(Opens below)) 1 Available 00211195

Previous ed.: 1996.

Includes bibliographical references (p. 315-327) and index.

1.Introduction -- 2.Simple descriptive techniques -- 3.Some time-series models -- 4.Fitting time-series models in the time domain -- 5.Forecasting -- 6.Stationary processes in frequency domain -- 7.Spectral analysis - 8.Bivariate processes -- 9.Linear systems -- 10.State-space modles and the Kalman filter --- 11.Non-linear modles -- 12.Multivariate time-series modelling -- 13.Some more advanced topics -- 14.Examples and practical advice.

Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis.

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