Invaluable to students in engineering,
science, business, and economics, this is the most complete and accessible introduction to time series analysis and its many applications. Coverage is highlighted by a thorough treatment of modeling, forecasting, and control using ARMA models (including ARIMA in special cases) for single as well as multiple series, the relationships between discrete and continuous first-order and second-order models, with applications strongly emphasized throughout the text. Real data from a variety of
disciplines introduces, explains, illustrates, and illuminates theoretical discussion and computational procedures. A solutions manual is available to qualified instructors. |