The Analysis of Time Series

by Chris Chatfield, Haipeng 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.

Genres: Textbooks, Finance, Science, Mathematics

414 pages, Hardcover

First published January 1, 1980

Reviews

[Eric · Rating 1 out of 5]

Best cure for insomnia I've ever seen. Way too much math...concepts were not explained clearly enough and the excessive use of acronyms created an extra complication. Half-way trough the book I realized I understood Time-Series analysis better before starting the book. Still…two pages from this book and you’ll sleep like a baby.

[R · Rating 5 out of 5]

This is an excellent book if you need help understanding time series analyses. The concepts are very accessible throughout much of the book. When he enters into fields outside of statistics (and even when not) there are many excellent references provided. I appreciate the examples and exercises. While this book goes far more in depth than for my needs it will be an exceptional reference.

This is an extremely well written and researched book.

[Dom Owens · Rating 5 out of 5]

Based introduction

[Faysal Ahmed · Rating 5 out of 5]

good