Department of Mathematics and Statistics, Lancaster University

MATH 334

TIME SERIES ANALYSIS

Lecturer: Dr Adam M. Sykulski


Recommended books

  1. 1.

    C.Chatfield The analysis of time Series (6th edition 2004) Chapman and Hall

  2. 2.

    Tsay, R.S. Analysis of Financial Time Series (2002) Wiley.

The book by Chatfield is very popular and covers much of the course.

Tsay’s book focuses on applications in finance.

There are numerous other books on the subject in the library, covering the wide range of application areas of time series.