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020 _a1584883170
040 _cLC
050 _aQA280.C4
100 _aChatfield, Christopher
245 _aThe analysis of time series: an introduction. /
_cChristopher Chatfield
250 _a6th ed.
260 _aLondon:
_bChapman & Hall,
_c2004.
300 _axiii, 333 p.:
_bill.;
440 _aTexts in statistical science
500 _aIncludes bibliographical references and index.
505 _aContents: 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 --
650 _aTime-series analysis
942 _2lcc
_cBK
999 _c7370
_d14870