000			01410nam a2200205 a 4500
020			_a9780387947198
020			_a0387947191
082			_a519.55 _bBRO
100			_aBrockwell,Peter J.
245			_aIntroduction to time series and forecasting
260			_aNew York : _bSpringer, _c©1996.
300			_axiii, 420 pages : _billustrations ; _eCD Rom
490			_aSpringer texts in statistics.
500			_aIncludes Index
505			_a1. 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.
520			_aAssuming 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.
650			_aTime-series analysis.
700			_aDavis, Richard A.
942			_cREF
999			_c37190 _d37190