The Analysis of Time Series

The Analysis of Time Series
Author :
Publisher : CRC Press
Total Pages : 415
Release :
ISBN-10 : 9781498795647
ISBN-13 : 1498795641
Rating : 4/5 (641 Downloads)

Book Synopsis The Analysis of Time Series by : Chris Chatfield

Download or read book The Analysis of Time Series written by Chris Chatfield and published by CRC Press. This book was released on 2019-04-25 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.


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