Time Series and System Analysis With Applications

Invaluable to students in engineering, science, business, and economics, this is the most complete and accessible introduction to time series analysis and its many applications. Coverage is highlighted by a thorough treatment of modeling, forecasting, and control using ARMA models (including ARIMA in special cases) for single as well as multiple series, the relationships between discrete and continuous first-order and second-order models, with applications strongly emphasized throughout the text. Real data from a variety of disciplines introduces, explains, illustrates, and illuminates theoretical discussion and computational procedures. A solutions manual is available from the publisher to qualified instructors.