Time Series

This revised text presents an integrated, up-to-date treatment that uses classical methods before proceeding to consider modern approaches to model building. It features: worked examples using real and simulated data; end-of-chapter exercises; 16 data sets for further analysis; and a discussion of spectral methods, including fast Fourier transforms, intervention analysis and transfer function models. Other features include: an introduction to multiple time series and new sections on traditional forecasting procedures; comparative evaluations; and automatic model selection procedures.