Introduction to Time Series and Forecasting

This book is aimed at the reader who wishes to gain a working knowledge of time

series and forecasting methods as applied in economics, engineering and the natural

and social sciences. Unlike our earlier book, Time Series: Theory and Methods, referred

to in the text as TSTM, this one requires only a knowledge of basic calculus,

matrix algebra and elementary statistics at the level (for example) of Mendenhall,

Wackerly and Scheaffer (1990). It is intended for upper-level undergraduate students

and beginning graduate students.