ABSTRACT

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 inter

chapter 1|10 pages

Introduction

chapter 2|22 pages

Simple Descriptive Techniques

chapter 3|22 pages

Some Time-Series Models

chapter 5|34 pages

Forecasting

chapter 7|34 pages

Spectral Analysis

chapter 8|14 pages

Bivariate processes

chapter 9|34 pages

Linear Systems

chapter 10|14 pages

State-Space Models and the Kalman Filter

chapter 11|24 pages

Non-Linear Models

chapter 12|14 pages

Multivariate Time-Series Modelling

chapter 13|22 pages

Some More Advanced Topics

chapter 14|18 pages

Examples and Practical Advice

chapter |4 pages

A. Fourier, Laplace and z-Transfonns

chapter |2 pages

B. Dirac Delta Function

chapter C|2 pages

Covariance and Correlation

chapter |4 pages

D. Some MINITAB and S-PLUS Commands

chapter |8 pages

Answers to Exercises