The analysis of time series: An introduction
Released: Jan 01, 1980
Publisher: Chapman and Hall in association with Methuen
Format: Paperback, 268 pages
Description:
This book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.
Best prices to buy, sell, or rent ISBN 9780412224607
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