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Re: time series analysis

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  • Subject: Re: time series analysis
  • From: Boss Man <BOSS at>
  • Date: Tue, 9 Feb 1993 09:41 PDT

Bob 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.

>Dr. Robert B. Nachbar | Merck Research Laboratories | 908/594-7795
>nachbar at     | R50S-100                    | 908/594-4224 FAX
>                      | PO Box 2000                 |
>                      | Rahway, NJ 07065            |

I have found a helpful text on this subject.  It is The Analysis of Time Series:
An Introduction, by C. Chatfield, Fourth Edition from Chapman and Hall, 1989.  It 
discusses the use of Fourier transforms for spectral analysis and general 
analysis in the frequency domain.

Ed Boss
NOAA/Pacific Marine Environmental Laboratory

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