The Analysis of Time Series

This study aims to provide a comprehensible introduction which considers both theory and practice. Practical examples are considered to help the reader tackle the analysis of real data. The book assumes a knowledge of basic probability theory and elementary statistical inference.

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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 undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.