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The analysis of time series: an introduction/ Christopher Chatfield

By: Chatfield, Christopher Material type: Text

TextSeries: (Texts in statistical science)Publication details: New York: Chapman, 2004Edition: 6th edDescription: xiii, 333 p. : ill. ; 24 cmISBN: 9781584883173Subject(s): Time-series analysisDDC classification: 519.55

Contents:

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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	519.55 CHA/T (Browse shelf(Opens below))	Available		P08271

Total holds: 0

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.

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