This book is aimed at the reader who wishes to gain a working knowldege of time series and forecasting methods as applied in economics, engineering, and the natural and social sciences.
Includes supplementary material: sn.pub/extras Request lecturer material: sn.pub/lecturer-material
Peter J. Brockwell
Analysis Mathematica Random variable STATISTICA Time series expectation–maximization algorithm innovation modeling sets
From the reviews:
"The emphasis is on hands-on experience and the friendly software that accompanies the book serves the purpose admirably. ...
The authors should be congratulated for making the subject accessible and fun to learn. The book is a pleasure to read and highly recommended. I regard it as the best introductory text in town." ISI Short Book Reviews
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