[REQUEST] Chatfield, C.: The Analysis of Time Series: An Introduction, Sixth Edition

[atram]

The Analysis of Time Series: An Introduction, Sixth Edition

Author: Chris Chatfield | Size: ? MB | Format: PDF | Quality: Unspecified | Publisher: Chapman and Hall/CRC; 6 edition | Year: 2003 | pages: 352 | ISBN: 978-1584883173

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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[ssobhan]

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