TY  - BOOK
AU  - Chatfield, Chris 
TI  - The analysis of time series : an introduction
T2  - Texts in statistical science
SN  - 9780412716409
U1  - 519.55 
PY  - 1996///
CY  - London : 
PB  - Chapman and Hall, 
KW  - Time-series analysis
N1  - Includes Index; 	1. Introduction --
2. Simple descriptive techniques --
3. Probability models for time series --
4. Estimation in the time domain --
5. Forecasting --
6. Stationary processes in the frequency domain --
7. Spectral analysis --
8. Bivariate processes --
9. Linear systems --
10. State-space models and the Kalman filter --
11. Non-linear models --
12. Multivariate time-series modelling --
13. Some other topics --
Appendix A The Fourier, Laplace and Z transforms --
Appendix B The Dirac delta function --
Appendix C Covariance --
Appendix D Some worked examples
N2  - This non-technical text introduces a broad cross-section of topics in time series analysis. This edition includes three new chapters, providing material on non-linear models, multivariate models, and other topics such as model uncertainty, wavelets and fractional differencing
ER  -