The Analysis of Time Series

Know about the book -

The Analysis of Time Series is written by Chris Chatfield and published by CRC Press. It's available with International Standard Book Number or ISBN identification 1498795641 (ISBN 10) and 9781498795647 (ISBN 13).

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.