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Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines.

Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless ra

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no tex

"Applied Time Series: Analysis and Forecasting provides the theories, methods and tools for necessary modeling and forecasting of time series. It includes a com