The analysis of time series: an introduction. /
Christopher Chatfield
- 6th ed.
- London: Chapman & Hall, 2004.
- xiii, 333 p.: ill.;
- Texts in statistical science .
Includes bibliographical references and index.
Contents: Introduction -- Simple descriptive techniques -- Some time-series models -- Fitting time-series models in the time domain -- Forecasting -- Stationary processes in the frequency domain -- Spectral analysis -- Bivariate processes -- Linear systems -- State-space models and the Kalman filter -- Non-linear models -- Multivariate time-series modelling -- Some more advanced topics -- Examples and practical advice -- Appendices: A Fourier, Laplace, and z-transforms -- B Dirac delta function C Covariance ad correlation -- D Some MINITAB and S-PLUS commands --