The analysis of time series : an introduction / C. Chatfield.
| Author/creator | Chatfield, Christopher |
| Format | Book |
| Edition | 5th ed. |
| Publication Info | London : Chapman and Hall, 1996. |
| Description | xii, 283 pages ; 24 cm. |
| Subjects |
| Series | Chapman & 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 note | Previous edition: 1989. |
| Bibliography note | Includes bibliographical references (pages 262-270) and index. |
| Issued in other form | Online version: Chatfield, Christopher, 1941- Analysis of time series. 5th ed. London : Chapman and Hall, 1996 |
| Genre/form | Educational tools (form) |
| LCCN | 96083046 |
| ISBN | 0412716402 (pbk.) |
| ISBN | 9780412716409 (pbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | QA280 .C4 1996 | ✔ Available | Place Hold |