This book is aimed at the reader who wishes to gain a working knowldege of time series and forecasting methods as applied in economics, engineering, and the natural and social sciences.

Includes supplementary material: sn.pub/extras Request lecturer material: sn.pub/lecturer-material

Autorentext

Inhalt
Stationary Processes.- ARMA Models.- Spectral Analysis.- Modeling and Forecasting with ARMA Processes.- Nonstationary and Seasonal Time Series Models.- Multivariate Time Series.- State-Space Models.- Forecasting Techniques.- Further Topics.- Erratum.