Customer Review: This book has several strengths; (i) it is accessible to a wide audience, in contrast to other texts on the subject which tend to address the economics/econometrics student/practitioner; (ii) it is self-contained, simple, and yet rigorous; (iii) the writing style, terminology, and notation are... more info
Customer Review: I bought this book hoping it would help me develop some R code for HMMs. I was completely fooled by the subtitle "An Introduction Using R". The book doesn't mention R at all until the appendix. The appendix has a jumbled collection of code fragments that might form a tiny basis for a larger code... more info
Customer Review: This is a good introductory book. Definitely written for an undergraduate course. The software included and used in the text (ITSM) is very user friendly. But if you're looking for a rigorous theoretical book on time series, this is not the book for you. If you're looking for a good introductory... more info
Customer Review: I purchased this book based on the recommendations of the previous two reviewers. I was disappointed at first but quickly became pleased. The book is thankfully short (160 pages) and provides a good introduction as to exactly what state space modeling is. This book should only be purchased as... more info
Customer Review: This is an excellent introduction text about Fourier Series and Laplace Transforms. I found the writing to be very concise and clear and technical enough to satisfy those who want a bit of rigour but not too much to scare someone away. There is a nice introduction to Fourier Transforms which I... more info
Customer Review: In 1981 I used this book for a graduate seminar that I taught on time series analysis at UC Santa Barbara. The course was successful because I followed the text closely. It presents the material in a rigorous and cogent manner. At the time there were a few competing books but some emphasized time... more info
Customer Review: Top kudos to the authors for producing an outstanding, top introductory text on time series and forecasting. The great thing you'll get with this book that isn't in others is top level expositon - the authors state in plain english what's really going on in terms of conceptual framework and behind... more info
Customer Review: When I was a graduate student at Stanford my advisor taught an elementary time series course out of Chatfield's book. It was either the first or the second edition. I was his teaching assistant. The book has been very successful and is now in its fifth edition. It covers most of the important topics... more info
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