1. Introduction -- 2. Autocorrelation Function and Spectrum of Stationary Processes -- 3. Linear Stationary Models -- 4. Linear Nonstationary Models -- 5. Forecasting -- 6. Model Identification -- 7. Model Estimation -- 8. Model Diagnostic Checking -- 9. Seasonal Models -- 10. Transfer Function Models -- 11. Identification, Fitting, and Checking of Transfer Function Models -- 12. Intervention Analysis Models and Outlier Detection -- 13. Aspects of Process Control.