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"quite possibly the most accessible introductory text on the subject. Chatfield's is most highly recommended whether as a teaching text or one for self-instruction." - Journal of the Royal Statistical Society, Issue 167 (4) "This textbook is well-known for everyone who is interested in time series analysisa substantial revision has taken placeit is an excellent textbook for undergraduate and postgraduate students, and can also be used by research workers as a reference or for self-tuition." -Zentralblatt MATH 1050 ..." there is no question that this text is the most accessible text on time series in existence..." -Dennis Cox, Rice University "The author's conversational style helps the reader to understand inherently difficult topics." - Journal of Quality Technology "This well-written book provides an excellent nontechnical introduction..." - Journal of the American Statistical Association ..."the only book I would recommend to readers for a safe, practically minded, non-mathematical introduction to a fairly broad cross section of topics..." - Neville Davies, Nottingham Trent University
Product Description
Since 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, best-selling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets.
The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment 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. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com
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.
The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment 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. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com
Highlights of the Sixth Edition:
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.
Inside This Book
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First Sentence
A time series is a collection of observations made sequentially through time. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index
A time series is a collection of observations made sequentially through time. Read the first page
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Concordance
Browse Sample PagesConcordance
Front Cover | Copyright | Table of Contents | Excerpt | Index
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5 of 5 people found the following review helpful
Format:Paperback
I simply don't understand how Chatfield manages to get so much into such a slender textbook. It is well explained, well laid out, flowing and very complete. Although for me this book has largely been replaced with more advanced specialised books, it still acts as a reference point, providing a simple overview before diving in to journals for a closer look at certain methods. It certainly isn't applied, and for those that like a more "hands-on" approach you might want to buy some kind of "Statistics in R" type book at the same time.
2 of 2 people found the following review helpful
Format:Paperback
The time series analysis in this book is simply outstanding. Not too advanced and not too simple. More of an undergrad level book. My only problem is the small font used. It makes it hard to read. Otherwise good content.
Format:Kindle Edition
In the Kindle version many words are joined together. This gives the impression it was poorly OCR'd from the paper version.
I would give the paper version 5 stars. But I'm not sure how reliable the formulas are in the Kindle version, so giving that 3 stars.
I would give the paper version 5 stars. But I'm not sure how reliable the formulas are in the Kindle version, so giving that 3 stars.
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