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The analysis of time series: an introduction. / Christopher Chatfield

By: Material type: TextSeries: Texts in statistical sciencePublication details: London: Chapman & Hall, 2004.Edition: 6th edDescription: xiii, 333 p.: illISBN:
  • 1584883170
Subject(s): LOC classification:
  • QA280.C4
Contents:
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 --
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY QA280.C4(6e) (Browse shelf(Opens below)) Available K/2636/2636/19

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 --

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