TY - BOOK AU - Chatfield Chris TI - Analysis of time series: an introduction SN - 1-58488-317-0 U1 - 000SA.3 PY - 2004/// CY - Boca Raton PB - Chapman & Hall KW - Time-series analysis N2 - It covers 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. This edition adds a section on han ER -