Introduction to Time Series and Forecasting

by Peter J. Brockwell, Richard A. Davis

This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.

Genres: Nonfiction, Mathematics

437 pages, Hardcover

First published June 30, 1996

Reviews

[Endre Moen · Rating 3 out of 5]

so much is left out for the reader to figure out - coming back to the same pages - 48 and 78 looking for information about causal and invertible AR/MA processes which isnt there.

Alot of examples, but missing corollaries. Still this is the reference text.

[Lucy · Rating 4 out of 5]

Really solid. Made a lot of computation really easy