TY  - BOOK
AU  - Chatfield, Christopher
TI  - The analysis of time series: an introduction
SN  - 9781584883173
U1  - 519.55 
PY  - 2004///
CY  - New York
PB  - Chapman
KW  - Time-series analysis
N1  - 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
ER  -