Applied Time Series Analysis (Statistics:  A Series of Textbooks and Monographs)
"Current time series theory for practice is well summarized in this book."—Emmanuel Parzen, Texas A&M University"What an extraordinary range of topics covered, all very insightfully. I like [the authors’] innovations very much, such as the AR factor table."—David Findley, U.S. Census Bureau (retired)"… impressive coverage of the scope of time series analysis in both frequency and time domain … One unique feature of the book is the emphasis on factoring the AR polynomial function and its roots. … I commend the authors for having included a number of topics on nonstationary processes … an excellent textbook to adopt for a class and a good introductory book for a student who wants to embark on dissertation research in time series. … the book provides the reader with very good background material to be able to conduct practical and insightful data analysis and be able to comprehend the more theory-oriented books. There are many very good exercises in this book …"—Hernando Ombao,Journal of the American Statistical Association, March 2013"The book contains many illustrative examples, theorems with proofs, and applied and theoretical problems at the end of each chapter with real-life applications. Also, the book looks at generating realisations of the mentioned time series models via software packages such as GW-WINKS and R. The book’s material is very valuable and is well presented, so it represents a good reference at both undergraduate and postgraduate levels, and also a good source for all who are interested in time series analysis."—Hassan S. Bakouch,Journal of Applied Statistics, 2012