The Analysis of Time Series: An Introduction

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Chapman and Hall, 1989 - Time-series analysis - 241 pages
This book provides a comprehensive introduction to the theory and practice of time series analysis.
Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.

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Contents

Simple descriptive techniques
9
Probability models for time series
27
Estimation in the time domain
49
Copyright

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About the author (1989)

Chatfield, Bath University, UK.

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