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The analysis of time series: An introduction
The analysis of time series An introduction Author:Christopher Chatfield This book provides a comprehensive introduction to the theory and practice of time series analysis. — Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduate... more »s and postgraduates taking courses in time series as well as provides an excellent resource for self-study.« less