Introduction to Time Series and Forecasting
Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods
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Introduction to Time Series and Forecasting 978-0-387-95351-9
ERRATUM TO:
Introduction to Time Series and Forecasting Peter J. Brockwell · Richard A. Davis
© Springer Science + Business Media, LLC 2002
The publisher regrets the following errors occurred in the book Introducing to Time Series and Forecasting by Peter J. Brockwell and Richard A. Davis
The content of the CD-ROM mentioned in the back cover is now available at extras.springer.com
p.59, 1.7:
The first n should be {\sqrt n}
p.63:
Please see the new figure 2.2
p.63:
Replace the lines “Notice that the model ACF lies just outside the confidence bounds at lags 2–6. This suggests some incompatibility of the data with the model (2.4.13). A much better fit to the residuals is provided by the second-order autoregression defined by (1.4.4).” with “Notice that the model ACF just touches the confidence bounds at lags 2–4. This suggests some incompatibility of the data with the model (2.4.13). A much better fit to the residuals is provided by the second-order autoregression defined by (1.4.4).”
p.120:
Please see the new figure 4.4
p.144:
9 In the displayed equation the term (.1479) should be (.1479)^{1/2} in the numerator and (.17992) should be (.17992)^{1/2} in the denominator.
p.201:
eqn (6.4.8) a_d should be a_{d-1}
p.201, l. 7:
a_1,..., a_d should be a_0,...,a_{d-1}
p.201, l. 13:
a_0,..., a_d should be a_0,...,a_{d-1}
p.137, l.-7:
h’ needs to be removed (twice)
p.168, l.13:
The box at the end of line 13 should be at the end of line 16 and the line beginning ‘Assuming that ...’ should be moved up slightly.
p.218, l.6:
99 should be 98
p.367, problem 10.9: Replace the first line of part a as follows: a. Use exact maximum likelihood estimation to fit a fractionally integrated ARMA model to the p.343, l.-3:
first 230 tree-ring widths ... s
