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The Analysis of Time Series - pr_198881

The Analysis of Time Series

An Introduction with R

By Chris Chatfield, Haipeng Xing

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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. It also presents many examples and implementations of time series models and methods to reflect advances in the field. Highlights of the seventh edition: A new chapter on univariate volatility models A revised chapter on linear time series models A new section on multivariate volatility models A new section on regime switching models Many new worked examples, with R code integrated into the text The book can be used as a textbook for an undergraduate or a graduate level time series course in statistics. The book does not assume many prerequisites in probability and statistics, so it is also intended for students and data analysts in engineering, economics, and finance.

Product code: 9781498795630

ISBN 9781498795630
Dimensions (HxWxD in mm) H235xW156
Series Chapman & Hall/CRC Texts in Statistical Science
No. Of Pages 398
Publisher Taylor & Francis Inc
Edition 7th New edition