Time Series Analysis

  • W. N. Venables
  • B. D. Ripley
Part of the Statistics and Computing book series (SCO)

Abstract

There are now a large number of books on time series. Our philosophy and notation are close to those of the applied book by Diggle (1990) (from which some of our examples are taken). Brockwell & Davis (1991) and Priestley (1981) provide more theoretical treatments, and Bloomfield (1976) and Priestley are particularly thorough on spectral analysis. Brockwell & Davis (1996) is an excellent low-level introduction to the theory.

Keywords

Time Series Analysis ARIMA Model ARMA Process Multiple Time Series Fourier Frequency 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • W. N. Venables
    • 1
  • B. D. Ripley
    • 2
  1. 1.CSIRO Marine LaboratoriesClevelandAustralia
  2. 2.University of OxfordOxfordUK

Personalised recommendations