Transcription of Introduction to Time Series and Forecasting
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Introduction to Time Series and Forecasting
Introduction toTime Series and Forecasting ,Second EditionPeter J. BrockwellRichard A. DavisSpringerThe Bartlett Press, Inc. brockwel 8 i 2002 1:59 Page iSpringer Texts in StatisticsAdvisors:George Casella Stephen Fienberg Ingram OlkinSpringerNew YorkBerlinHeidelbergBarcelonaHong KongLondonMilanParisSingaporeTokyoThis page intentionally left blank The Bartlett Press, Inc. brockwel 8 i 2002 1:59 Page iiiPeter J. Brockwell Richard A. DavisIntroductionto Time Seriesand ForecastingSecond EditionWith 126 IllustrationsIncludes CD-ROM13 The Bartlett Press, Inc. brockwel 8 i 2002 1:59 Page ivPeter J. BrockwellRichard A. DavisDepartment of StatisticsDepartment of StatisticsColorado State UniversityColorado State UniversityFort Collins, CO 80523 Fort Collins, CO BoardGeorge CasellaStephen FienbergIngram OlkinDepartment of StatisticsDepartment of StatisticsDepartment of StatisticsGriffin-Floyd HallCarnegie Mellon UniversityStanford UniversityUniversity of FloridaPittsburgh, PA 15213-3890 Stanford, CA Box 118545 USAUSAG ainesville, FL 32611-8545 USAL ibrary of Congress Cataloging-in-Publication DataBrockwell, Peter to time Series and Forecasting / Peter J.
1.5.2. Estimation and Elimination of Both Trend and Seasonality 31 1.6. Testing the Estimated Noise Sequence 35 Problems 40. 2. Stationary Processes 45. 2.1. Basic Properties 45 2.2. Linear Processes 51 2.3. Introduction to ARMA Processes 55 2.4. Properties of the Sample Mean and Autocorrelation Function 57 2.4.1. Estimation of. µ. 58 2.4.2 ...
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