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Introduction to Time Series and Forecasting

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This book provides a comprehensive introduction to time series and forecasting methods applicable in various fields like economics and engineering. It requires basic calculus and statistics knowledge. The third edition includes ITSM2000 software instructions, exercises, and covers topics like ARMA processes and financial time series.

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Introduction to Time Series and Forecasting, Peter J. Brockwell, Richard A. Davis

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2016
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(Hardcover)
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