Monographs on Statistics and Applied Probability: The Analysis of Time Series

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Time-series analysis is a significant area of statistics relevant across various fields, including marketing and oceanography. The analysis of time series presents numerous theoretical and practical challenges. My interest in this subject began as a postgraduate student at Imperial College during a compelling course led by Dr. G. M. Jenkins, and it has captivated me ever since. While many texts focus on the theoretical aspects, this book aims to bridge the gap between theory and practice, making a complex subject more accessible. It provides sufficient theoretical background to introduce key concepts while addressing practical problems to assist readers in analyzing real data. A foundational knowledge of basic probability theory and elementary statistical inference is assumed. This book serves as a resource for both undergraduate and postgraduate courses in time-series analysis, as well as for self-study by researchers. Throughout, references to contemporary, accessible books and journals are provided instead of original sources, with Wold's (1965) bibliography cited for time series references prior to 1959.