The analysis of time series: An introduction (Science paperbacks)

This book provides a comprehensive introduction to the theory and practice of time series analysis.
Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.