Introduction to Time Series Analysis and Forecasting

"Introduction to Time Series Analysis and Forecasting" examines methods for modeling and analyzing time series data, with a view towards drawing inferences about the data and generating forecasts that will be useful to the decision maker.

While the level is advanced undergraduate/first-year graduate, with a prerequisite knowledge of basic statistical methods, some portions of the book require a first course in calculus and modest matrix algebra manipulation skills.

Minitab and SAS Software System are used extensively to illustrate how the methods in the text are implemented in practice.