Analysis of Time Series

£76.99

Analysis of Time Series

An Introduction with R

Econometrics and economic statistics Probability and statistics

Authors: Chris Chatfield, Haipeng Xing

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Collection: Chapman & Hall/CRC Texts in Statistical Science

Language: English

Published by: Chapman and Hall/CRC

Published on: 25th April 2019

Format: LCP-protected ePub

Size: 8 Mb

ISBN: 9781498795661


New Edition 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.

Topics Covered

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.

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