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Introduction to Time Series and Forecasting

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Cover of 'Introduction to Time Series and Forecasting'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Stationary Processes
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    Chapter 3 ARMA Models
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    Chapter 4 Spectral Analysis
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    Chapter 5 Modeling and Forecasting with ARMA Processes
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    Chapter 6 Nonstationary and Seasonal Time Series Models
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    Chapter 7 Time Series Models for Financial Data
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    Chapter 8 Multivariate Time Series
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    Chapter 9 State-Space Models
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    Chapter 10 Forecasting Techniques
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    Chapter 11 Further Topics
Attention for Chapter 8: Multivariate Time Series
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