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The Analysis of Time Series|Chris Chatfield

The Analysis of Time Series : An Introduction with R

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Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9781138066137
  • ISBN-10: 1138066133
  • Publisher: CRC Press
  • Publish Date: May 2019
  • Dimensions: 9.21 x 6.14 x 0.94 inches
  • Shipping Weight: 1.67 pounds
  • Page Count: 414

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