ESTIMACIN MCO

Since 1975,The Analysis of Time Series: An Introductionhas 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 tilAlso a reference19 de mayo de 2013PorAmazon Customer-Publicado en Amazon.comFormato: Tapa blandaThis 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 tilintroduction rather than explanation7 de septiembre de 2007PorR. Kocer-Publicado en Amazon.comFormato: Tapa blandaThis 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 tilExcellent introduction to time series.29 de julio de 2005PorRoy Marsten-Publicado en Amazon.comFormato: Tapa blandaCompra verificadaI 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 tilToo basic but complex5 de julio de 2007PorPolux Ernesto Diaz Ruiz-Publicado en Amazon.comFormato: Tapa blandaIt 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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