The Analysis of Time Series - An Introduction with R (Paperback, 3rd Edition)

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.

Table of Contents

Introduction

Basic Descriptive Techniques

Some Linear Time Series Models

Fitting Time Series Models in the Time Domain

Forecasting

Stationary Processes in the Frequency Domain

Spectral Analysis

Bivariate Processes

Linear Systems

State-Space Models and the Kalman Filter

Non-Linear Models

Volatility Models

Multivariate Time Series Modelling

Some More Advanced Topics

Appendix A Fourier, Laplace, and z-Transforms

Appendix B Dirac Delta Function

Appendix C Covariance and Correlation

Answers to Exercises

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General

Imprint:	Taylor & Francis
Country of origin:	United States
Series:	Chapman & Hall/CRC Texts in Statistical Science
Release date:	May 2019
First published:	2019
Authors:	Chris Chatfield • Haipeng Xing
Dimensions:	234 x 156 x 24mm (L x W x T)
Format:	Paperback
Pages:	414
Edition:	3rd Edition
ISBN-13:	978-1-4987-9563-0
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > Economic statistics Promotions
LSN:	1-4987-9563-3
Barcode:	9781498795630

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