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Chatfield, Christopher.

The analysis of time series : - 6th ed. - Boca Raton, FL : Chapman & Hall/CRC, c2004. - xiii, 333 p. : ill. ;

Includes index

Chapter 1 Introduction --
Chapter 2 Simple Descriptive Techniques --
Chapter 3 Some Time-Series Models --
Chapter 4 Fitting Time-Series Models in the Time Domain --
Chapter 5 Forecasting --
Chapter 6 Stationary Processes in the Frequency Domain --
Chapter 7 Spectral Analysis --
Chapter 8 Bivariate processes --
Chapter 9 Linear Systems --
Chapter 10 State-Space Models and the Kalman Filter --
Chapter 11 Non-Linear Models --
Chapter 12 Multivariate Time-Series Modelling --
Chapter 13 Some More Advanced Topics --
Chapter 14 Examples and Practical Advice --
Appendix A: Fourier, Laplace and z-Transforms --
Appendix B: Dirac Delta Function --
Appendix C: Covariance and Correlation --
Appendix D: Some MINITAB and S-PLUS Commands.

"As an introduction to techniques for analyzing discrete time series, this textbook explains probability models, the spectral density function, time-invariant linear systems, state-space models, nonlinear models, and multivariate time series models."--"Book News, Inc.."

ISBN: 9781584883173 1584883170

Subjects--Topical Terms:
Time-series analysis.

Dewey Class. No.: 519.55 / CHA