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Introduction to time series and forecasting

Brockwell,Peter J.

Introduction to time series and forecasting - New York : Springer, ©1996. - xiii, 420 pages : illustrations ; CD Rom - Springer texts in statistics. .

Includes Index

1. Introduction --
2. Stationary processes --
3. ARMA models --
4. Spectral analysis --
5. Modelling and forecasting with ARMA processes --
6. Nonstationary and seasonal time series models --
7. Multivariate time series --
8. State-space models --
9. Forecasting techniques --
10. Further topics --
A. Random variables and probability distributions --
B. Statistical complements --
C. Mean square convergence --
D. An ITSM tutorial.

Assuming only a knowledge of basic calculus and elementary linear algebra, this text is aimed at those wishing to gain a working knowledge of time series and forecasting methods as applied in economics, engineering and the natural and social sciences. The emphasis is on methods and the analysis of data sets. Accompanying the book is a copy of the program "ITSM", which runs on DOS, Windows or Windows 95 platforms.

ISBN: 9780387947198 0387947191

Subjects--Topical Terms:
Time-series analysis.

Dewey Class. No.: 519.55 / BRO