Wiley series in probability and mathematical statistics. Applied probability and statistics,
0271-6356
Includes bibliographical references and index.
Basic concepts: Overview -- Introduction to Box-Jenkins analysis of a single data series -- Underlying statistical principles -- An introduction to the practice of ARIMA modeling -- Notation and the interpretation of ARIMA models -- Identification: Stationary models -- Identification: Nonstationary models -- Estimation -- Diagnostic checking -- Forecasting -- Seasonal and other periodic models -- The art of ARIMA modeling: Practical rules -- References -- Index.