The Analysis of Time Series: An Introduction
by Christopher Chatfield
Edition statement:6th Published by : Chapman & Hall | A CRC: Press Company (USA | UK) , 2004, , Illustrator: illustrations Physical details: xiii, 333 pages, 21 cm. ISBN:1-58488-317-0; 978-1-58488-317-3.| Item type | Current location | Shelving location | Classification | Status | Date due | Barcode |
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Book
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Central Papal Library | G45U | Social Sciences العلوم الاجتماعية | Available | 53870 |
"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. The sixth edition 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 at www.crcpress.com."--BOOK JACKET
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