## The Analysis of Time Series: An Introduction, Sixth EditionSince 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. Highlights of the Sixth Edition: - A new section on handling real data
- New discussion on prediction intervals
- A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series
- A new chapter of examples and practical advice
- Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years
The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available. |

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### Contents

11 | |

3 Some TimeSeries Models | 33 |

4 Fitting TimeSeries Models in the Time Domain | 55 |

5 Forecasting | 73 |

6 Stationary Processes in the Frequency Domain | 107 |

7 Spectral Analysis | 121 |

8 Bivariate processes | 155 |

9 Linear Systems | 169 |

13 Some More Advanced Topics | 255 |

14 Examples and Practical Advice | 277 |

A Fourier Laplace and zTransfonns | 295 |

B Dirac Delta Function | 299 |

C Covariance and Correlation | 301 |

D Some MINITAB and SPLUS Commands | 303 |

Answers to Exercises | 307 |

315 | |

10 StateSpace Models and the Kalman Filter | 203 |

11 NonLinear Models | 217 |

12 Multivariate TimeSeries Modelling | 241 |

Back Cover | 334 |

### Other editions - View all

The Analysis of Time Series: An Introduction, Sixth Edition Chris Chatfield No preview available - 2003 |