author : Terence C. Mills

Contents:

1.  
   1. Introduction
1. Exploratory alalysis of economic time series
   2. The graphical display of time series
   3. Summarising time series
      • histograms • stem-and-leaf • boxplots • rootograms
   4. Transforming and smoothing time series
2. The modelling of univariate economic time series
   5. Stationary stochastic time series models
   6. Modelling non-stationary processes
   7. Forecasting using ARIMA models
   8. ARIMA model building
   9. Exponential smooting and its relationship to ARIMA modelling
   10. Modelling seasonal time series
   11. Further topics in univariate time series modelling
3. The modelling of multivariate economic time series
   12. Intervention analysis and the detection of outliers
   13. Transfer function-noise models
   14. Multiple time series modelling
4. Nonlinear time series models
   15. Conditional variance models and related topics
   16. State dependent models