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Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis. It covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. Building on the success of earlier editions, the sixth edition has been thoroughly revised and updated, and all of the data sets will be available for download from the Internet.
Chapman & Hall/CRC; July 2003
345 pages; ISBN 9781135441722
Read online, or download in secure PDF format
345 pages; ISBN 9781135441722
Read online, or download in secure PDF format
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0203491688
9780203491683
9781135441715
9781135441722
9781584883173