The analysis of time series: An introduction

by Christopher Chatfield (Author)

• Used

  Paperback
  1980

  $26.49

• Used

  Paperback
  1989

  $3.53

  This book provides a comprehensive introduction to the theory and practice of time series analysis.
  Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.