The Analysis Of Time Series Av Chris (University Of Bath Uk) Chatfield, Haipeng (Suny Stony Brook New York Usa) Xing

This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.