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MathGroup Archive 1993

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time series analysis

  • To: mathgroup at yoda.physics.unc.edu
  • Subject: time series analysis
  • From: SEIFF at PACEVM.bitnet
  • Date: Wed, 17 Feb 93 16:52:09 EST

Dr. Robert B. Nachbar writes:

>can anyone recommend o good text or monograph on analyzing time series
>data? i'm particularly interested in applying Fourier transforms to
>detect cyclic behavior.

A classic book on the subject is 'Fourier Analysis of Time Series:
An Introduction' by P. Bloomfield (Wiley, 1976).

Chapters on the subject at various levels can be found in various textbooks
on time series e.g. :

'Time Series: Theory and Methods' by Brockwell and Davis (Springer, 1987)
'Applied Statistical Time Series Analysis' by Shumway, (Prentice-Hall, 1988)

Joe Seif (seiff at pacevm.bitnet)
Pace University, NY





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