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The Analysis of Time Series: An Introduction with R
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The Analysis of Time Series: An Introduction with R Paperback - 2019

by Chris Chatfield; Haipeng Xing

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From the publisher

This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.

Details

  • Title The Analysis of Time Series: An Introduction with R
  • Author Chris Chatfield; Haipeng Xing
  • Binding Paperback
  • Pages 414
  • Volumes 1
  • Language ENG
  • Publisher CRC Press
  • Publication date 2019-05-09
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • ISBN 9781498795630 / 1498795633
  • Weight 1.28 lbs (0.58 kg)
  • Dimensions 9.21 x 6.14 x 0.85 in (23.39 x 15.60 x 2.16 cm)
  • Category Mathematics
  • Library of Congress subjects Time-series analysis
  • Library of Congress Catalogue Number 2019006743
  • Dewey Decimal Code 519.55

About the author

Chris Chatfield is a retired Reader in Statistics at the University of Bath, UK, the author of five books and numerous research papers, and an elected Honorary Fellow of the International Institute of Forecasters.

Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. His research interests include quantitative finance and risk management, econometrics, applied stochastic control, and sequential statistical methodology.

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