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The Analysis of Time Series: An Introduction, Sixth Edition

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by Chris Chatfield
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The Analysis of Time Series: An Introduction, Sixth Edition by Chris Chatfield

Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis. It covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. Building on the success of earlier editions, the sixth edition was thoroughly revised and updated, and all of the data sets are available for download from the Internet. Its polished presentation and broad coverage make this simply the best introductory text on the subject available.

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Ebook Details
Pages: 352
Size: 25.1 MB
Publisher: Chapman & Hall
Date published:   2003
ISBN: 2370002559713 (DRM-PDF)

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Nonfiction > Non-Classifiable

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Nonfiction > Mathematics
Nonfiction > Mathematics > Probability & Statistics
Nonfiction > Business & Economics > Finance
Nonfiction > Non-Classifiable

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