Linear Time Series Analysis and Its Applications
Ruey S. Tsay · Wiley series in probability and statistics · 2005
This chapter contains sections titled: Stationarity Correlation and Autocorrelation Function White Noise and Linear Time Series Simple Autoregressive Models Simple Moving-Average Models Simple ARMA Models Unit-Root Nonstationarity Seasonal Models Regression Models with Time Series Errors Consistent Covariance Matrix Estimation Long-Memory Models Appendix: Some SCA Commands Exercises References