The Analysis of Time Series

Book Name : The Analysis of Time Series_x000D_
An Introduction, Sixth Edition

By by Chris Chatfield

Sub Title : An Introduction, Sixth Edition

Written by : by Chris Chatfield

Subject Category : Academic Business

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about this book

Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment 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. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com. A free online appendix on time series analysis using R can be accessed at http://people.bath.ac.uk/mascc/TSA.usingR.doc. Highlights of the Sixth Edition: A new section on handling real data New discussion on prediction intervals A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series A new chapter of examples and practical advice Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available. CRC Press; July 2003 ISBN 9780203491683 Read online, or download in secure PDF format Title: The Analysis of Time Series Author: Chris Chatfield Imprint: Chapman and Hall/CRC Subject categories Academic Business > Economics Formal Sciences Mathematics > General > Mathematicians; Biography Mathematics > Probability & Statistics Mathematics > Probabilities. Mathematical statistics > Time-series analysis ISBNs 0203491688 9781138742949 9780203491683

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Related subjects

Academic Business - Economics Formal Sciences Mathematics - General - Mathematicians; Biography Mathematics - Probability & Statistics Mathematics - Probabilities. Mathematical statistics - Time-series analysis

ISBN

0203491688 - 9781138742949 - 9780203491683

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Imprint

Chapman and Hall/CRC