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Stochastic models and their forecasting. The autocorrelation function and spectrum. Linear stationary models. Linear nonstationary models. Forecasting. Stochastic model building. Model estimation. Model diagnostic checking. Seasonal models. Transfer function model building. Tran…
This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application --forecas…