The analysis of time series : an introduction / C. Chatfield.

Author/creator Chatfield, Christopher
Format Book
Edition5th ed.
Publication InfoLondon : Chapman and Hall, 1996.
Descriptionxii, 283 pages ; 24 cm.
Subjects

SeriesChapman & Hall texts in statistical science
Texts in statistical science
Texts in statistical science. ^A370220
Chapman & Hall texts in statistical science. UNAUTHORIZED
Contents 1. Introduction -- 2. Simple descriptive techniques -- 3. Probability models for time series -- 4. Estimation in the time domain -- 5. Forecasting -- 6. Stationary processes in the frequency domain -- 7. Spectral analysis -- 8. Bivariate processes -- 9. Linear systems -- 10. State-space models and the Kalman filter -- 11. Non-linear models -- 12. Multivariate time-series modelling -- 13. Some other topics -- Appendix A The Fourier, Laplace and Z transforms -- Appendix B The Dirac delta function -- Appendix C Covariance -- Appendix D Some worked examples.
General notePrevious edition: 1989.
Bibliography noteIncludes bibliographical references (pages 262-270) and index.
Issued in other formOnline version: Chatfield, Christopher, 1941- Analysis of time series. 5th ed. London : Chapman and Hall, 1996
Genre/formEducational tools (form)
LCCN 96083046
ISBN0412716402 (pbk.)
ISBN9780412716409 (pbk.)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA280 .C4 1996 ✔ Available Place Hold