The Analysis of Time Series : An Introduction, Sixth Edition Paperback / softback

by Chris Chatfield

Part of the Chapman & Hall/CRC Texts in Statistical Science series

Paperback / softback

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Description

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.

With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. The sixth edition is no exception. It 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 for download from www.crcpress.com.

A free online appendix on time series analysis using R can be accessed at http://people.bath.ac.uk/mascc/TSA.usingR.doc. Highlights of the Sixth Edition:A new section on handling real dataNew discussion on prediction intervalsA completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time seriesA new chapter of examples and practical adviceThorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few yearsThe analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting.

The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available.