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The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science) 6th Edition

3.6 out of 5 stars 7 customer reviews
ISBN-13: 978-1584883173
ISBN-10: 1584883170
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Editorial Reviews

Review

… quite possibly … the most accessible introductory text on the subject. … Chatfield's is most highly recommended whether as a teaching text or one for self-instruction.
- Journal of the Royal Statistical Society, Issue 167 (4)
This textbook is well-known for everyone who is interested in time series analysis…a substantial revision has taken place…it is an excellent textbook for undergraduate and postgraduate students, and can also be used by research workers as a reference or for self-tuition.
-Zentralblatt MATH 1050

... there is no question that this text is the most accessible text on time series in existence...
-Dennis Cox, Rice University
The author's conversational style helps the reader to understand inherently difficult topics.
- Journal of Quality Technology
This well-written book provides an excellent nontechnical introduction...
- Journal of the American Statistical Association
...the only book I would recommend to readers for a safe, practically minded, non-mathematical introduction to a fairly broad cross section of topics...
- Neville Davies, Nottingham Trent University
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Product Details

  • Series: Chapman & Hall/CRC Texts in Statistical Science (Book 59)
  • Paperback: 352 pages
  • Publisher: Chapman and Hall/CRC; 6 edition (July 29, 2003)
  • Language: English
  • ISBN-10: 1584883170
  • ISBN-13: 978-1584883173
  • Product Dimensions: 9.8 x 5.6 x 0.7 inches
  • Shipping Weight: 12.6 ounces (View shipping rates and policies)
  • Average Customer Review: 3.6 out of 5 stars  See all reviews (7 customer reviews)
  • Amazon Best Sellers Rank: #140,739 in Books (See Top 100 in Books)

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Customer Reviews

Top Customer Reviews

Format: Paperback
This 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.
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This is a very good introduction to time series. The author explains the basic concepts very well. You do need to know some statistical inference as well as Fourier analysis to read this book. It covers a lot of topics without going into depth. Thus, it gives a solid overview of the time series without being bogged down by mathematical equations. The exercises are important part of the learning. Also, if you are really interested in time series, you need to get a second book.
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Format: Paperback Verified Purchase
This is perhaps the best introductory time series texts I have used. The writing is clear and examples are very illustrative. Exercises are excellent -- even if I do not use this in a course, I rely on it for exercises. I used this book as a graduate student in the 80s, second edition, and this sixth and final edition is still fresh and useful.
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Format: Paperback
This 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
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