The analysis of time series: an introduction/
Chatfield, Christopher
The analysis of time series: an introduction/ Christopher Chatfield - 6th ed. - New York: Chapman, 2004. - xiii, 333 p. : ill. ; 24 cm. - (Texts in statistical science) .
Some Representative Time Series --
Objectives of Time-Series Analysis --
Approaches to Time-Series Analysis --
Review of Books on Time Series --
Simple Descriptive Techniques --
Types of Variation --
Stationary Time Series --
The Time Plot --
Transformations --
Analysing Series that Contain a Trend --
Analysing Series that Contain Seasonal Variation --
Autocorrelation and the Correlogram --
Other Tests of Randomness --
Handling Real Data --
Some Time-Series Models --
Stochastic Processes and Their Properties --
Stationary Processes --
Some Properties of the Autocorrelation Function --
Some Useful Models --
The Wold Decomposition Theorem --
Fitting Time-Series Models in the Time Domain --
Estimating Autocovariance and Autocorrelation Functions --
Fitting an Autoregressive Process --
Fitting a Moving Average Process --
Estimating Parameters of an ARMA Model --
Estimating Parameters of an ARIMA Model --
Box-Jenkins Seasonal ARIMA Models --
Residual Analysis --
General Remarks on Model Building --
Forecasting --
Univariate Procedures --
Multivariate Procedures --
Comparative Review of Forecasting Procedures --
Prediction Theory --
Stationary Processes in the Frequency Domain --
The Spectral Distribution Function --
The Spectral Density Function --
The Spectrum of a Continuous Process --
Derivation of Selected Spectra --
Spectral Analysis --
Fourier Analysis --
A Simple Sinusoidal Model --
Periodogram Analysis --
Some Consistent Estimation Procedures --
Confidence Intervals for the Spectrum.
9781584883173
Time-series analysis
519.55 / CHA/T
The analysis of time series: an introduction/ Christopher Chatfield - 6th ed. - New York: Chapman, 2004. - xiii, 333 p. : ill. ; 24 cm. - (Texts in statistical science) .
Some Representative Time Series --
Objectives of Time-Series Analysis --
Approaches to Time-Series Analysis --
Review of Books on Time Series --
Simple Descriptive Techniques --
Types of Variation --
Stationary Time Series --
The Time Plot --
Transformations --
Analysing Series that Contain a Trend --
Analysing Series that Contain Seasonal Variation --
Autocorrelation and the Correlogram --
Other Tests of Randomness --
Handling Real Data --
Some Time-Series Models --
Stochastic Processes and Their Properties --
Stationary Processes --
Some Properties of the Autocorrelation Function --
Some Useful Models --
The Wold Decomposition Theorem --
Fitting Time-Series Models in the Time Domain --
Estimating Autocovariance and Autocorrelation Functions --
Fitting an Autoregressive Process --
Fitting a Moving Average Process --
Estimating Parameters of an ARMA Model --
Estimating Parameters of an ARIMA Model --
Box-Jenkins Seasonal ARIMA Models --
Residual Analysis --
General Remarks on Model Building --
Forecasting --
Univariate Procedures --
Multivariate Procedures --
Comparative Review of Forecasting Procedures --
Prediction Theory --
Stationary Processes in the Frequency Domain --
The Spectral Distribution Function --
The Spectral Density Function --
The Spectrum of a Continuous Process --
Derivation of Selected Spectra --
Spectral Analysis --
Fourier Analysis --
A Simple Sinusoidal Model --
Periodogram Analysis --
Some Consistent Estimation Procedures --
Confidence Intervals for the Spectrum.
9781584883173
Time-series analysis
519.55 / CHA/T