The analysis of time series: an introduction/ Christopher Chatfield
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Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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Central Library, Sikkim University General Book Section | 519.55 CHA/T (Browse shelf(Opens below)) | Available | P08271 |
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519.542 BER/B Bayesian Statistics 9 / | 519.542 BOL/I Introduction to Bayesian statistics/ | 519.542 LIN/B Bayesian Inference/ | 519.55 CHA/T The analysis of time series: an introduction/ | 519.55 HAM/T Time series analysis/ | 519.55 MON/I Introduction to time series analysis and forecasting/ | 519.56 KAN/S 100 statistical tests/ |
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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