Since 1975, The Analysis of Time Series: An Introduction has introduced legions of

statistics students and researchers to the theory and practice of time series analysis. With
each successive edition, bestselling author Chris Chatfield has honed and refined his
presentation, updated the material to reflect advances in the field, and presented
interesting new data sets.
The sixth edition is no exception. It provides an accessible, comprehensive introduction to
the theory and practice of time series analysis. The treatment covers a wide range of
topics, including ARIMA probability models, forecasting methods, spectral analysis, linear
systems, state-space models, and the Kalman filter. It also addresses nonlinear,
multivariate, and long-memory models. The author has carefully updated each chapter,
added new discussions, incorporated new datasets, and made those datasets available for
download from www.crcpress.com. A free online appendix on time series analysis using R
can be accessed at http://people.bath.ac.uk/mascc/TSA.usingR.doc.
1 de 1 personas piensan que la opinin es til
AlsoAmazon
a reference
19 de -mayo
de 2013
Por
Customer
Publicado
en Amazon.com
Formato: Tapa blanda
This is the second book (after Bloomfield), one must and should read in time series. Bloomfield
and Chatfield are the true references of the last decades of the XX and beginning of the XXI
centuries.
5 de 8 personas piensan que la opinin es til
introduction
than explanation
7 de septiembre de 2007
Por
R. Kocerrather
- Publicado
en Amazon.com
Formato: Tapa blanda
This book should be considered as "only and pure" introduction to the subject. It suffers from the
basic problem of social science oriented writing in mathematical issues: while trying to keep out
"complicated details" it mystifies and obscures the subject and leaves out a lot of interesting
topics. It would have been better to find ways to explain mathematical theory behind the
concepts rather than frightening the readers by describing some issues as "deep waters".
However, to be fair it is essential to say that the book with its concise manner and modest
ambition still deserves some credit
10 de 16 personas piensan que la opinin es til
Excellent
introduction
to timeen
series.
29 de julio de 2005
Por
Roy Marsten
- Publicado
Amazon.com
Formato: Tapa blanda Compra verificada
I have read the entire book, and I am quite satisfied with it. I think it is an excellent introduction
for anyone with the requisite background in calculus, probability, and statistics.
1 de 11 personas piensan que la opinin es til
TooPolux
basic Ernesto
but complex
de julio
de 2007en Amazon.com
Por
Diaz 5Ruiz
- Publicado
Formato: Tapa blanda
It is amazing how complex is this book without the requiered formality for the field. As a very first
approach, could be useful, but definitly, Tsai book is better.

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