Introduction to Time Series and Forecasting
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on method
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Stephen Fienberg
Ingram Olkin
Springer Science+Business Media, LLC
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Peter J. Brockwell
Richard A. Davis
Introduction to Time Series
and Forecasting With 122 Illustrations and Diskette
Springer
Peter J. Brockwell Royal Melbourne Institute of Technology Melbourne Victoria 300 I Australia
Richard A. Davis Colorado State University Department of Statistics Fort Collins, CO 80523 USA
Library of Congress Cataloging-in-Publication Data Brockwell, Peter J. Introduction to time series and forecasting I Peter J. Brockwell and Richard A. Davis. p. cm. - (Springer texts in statistics) Includes bibliographical references and index. ISBN 978-1-4757-2528-5 ISBN 978-1-4757-2526-1 (eBook) DOI 10.1007/978-1-4757-2526-1 I. Time-series analysis. I. Davis, Richard A. II. Title. III. Series. QA280.B757 1996 519.5'5--dc20 96-11743
Printed on acid-free paper. © 1996 by Springer Science+Business Media New York
Originally published by Springer-Verlag New York, Inc. in 1996 Softcover reprint of the hardcover 1st edition 1996 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publishers Springer Science+Business Media, LLC , except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this pUblication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone. Production managed by Bill Imbornoni; manufacturing supervised by Joe Quatela. Typeset by The Bartlett Press, Inc.
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ISBN 978-1-4757-2528-5
SPIN 10532295
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