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  • © 1975

The Analysis of Time Series: Theory and Practice

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Part of the book series: Monographs on Statistics and Applied Probability (MSAP)

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  • ISBN: 978-1-4899-2925-9
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Table of contents (10 chapters)

  1. Front Matter

    Pages i-xiv
  2. Introduction

    • C. Chatfield
    Pages 1-11
  3. Simple Descriptive Techniques

    • C. Chatfield
    Pages 12-32
  4. Probability Models for Time Series

    • C. Chatfield
    Pages 33-59
  5. Estimation in the Time Domain

    • C. Chatfield
    Pages 60-81
  6. Forecasting

    • C. Chatfield
    Pages 82-109
  7. Spectral Analysis

    • C. Chatfield
    Pages 127-168
  8. Bivariate Processes

    • C. Chatfield
    Pages 169-185
  9. Linear Systems

    • C. Chatfield
    Pages 186-227
  10. Some other Topics

    • C. Chatfield
    Pages 228-232
  11. Back Matter

    Pages 233-263

About this book

Time-series analysis is an area of statistics which is of particular interest at the present time. Time series arise in many different areas, ranging from marketing to oceanography, and the analysis of such series raises many problems of both a theoretical and practical nature. I first became interested in the subject as a postgraduate student at Imperial College, when I attended a stimulating course of lectures on time-series given by Dr. (now Professor) G. M. Jenkins. The subject has fascinated me ever since. Several books have been written on theoretical aspects of time-series analysis. The aim of this book is to provide an introduction to the subject which bridges the gap between theory and practice. The book has also been written to make what is rather a difficult subject as understandable as possible. Enough theory is given to introduce the concepts of time-series analysis and to make the book mathematically interesting. In addition, practical problems are considered so as to help the reader tackle the analysis of real data. The book assumes a knowledge of basic probability theory and elementary statistical inference (see Appendix III). The book can be used as a text for an undergraduate or postgraduate course in time-series, or it can be used for self tuition by research workers. Throughout the book, references are usually given to recent readily accessible books and journals rather than to the original attributive references. Wold's (1965) bibliography contains many time series references published before 1959.

Keywords

  • Area
  • Jenkins
  • Mathematica
  • Microsoft Access
  • Statistica
  • addition
  • bridge
  • knowledge
  • marketing
  • probability
  • probability theory
  • statistical inference
  • statistics
  • time
  • time series

Authors and Affiliations

  • The University of Bath, UK

    C. Chatfield

Bibliographic Information

Buying options

eBook
USD 84.99
Price excludes VAT (USA)
  • ISBN: 978-1-4899-2925-9
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book
USD 109.99
Price excludes VAT (USA)