Civil Engineering Association

The Analysis of Time Series: An Introduction, Sixth Edition

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, best-selling 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

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Moderator note: Dear ssobhan we have a new rule in the forum . The rule #17

Quote:17- Do not post material in requested topics, post them in related section according to our templates then post URL of the posted material in requested topic. (For e.g. if someone request a ASTM code in request section and you have that, post new thread in eBook>Codes ...>ASTM, then post URL of that topic in reply of ASTM code request). after 20-Feb-2012 new warning will be add for this subject.

This is the best way to keep the forum clean and for other users to find what they are looking for. So please consider to respect that rule, unless you might be warned by a moderator. (3fan)

atram

ssobhan