Time Series Analysis: Forecasting and Control

by George E. P. Box and Gwilym M. Jenkins

Readers unfamiliar with this book can see what others have said here.

To learn this material as well as possible I worked through a great number of the book's statements and expanded (with further detail) upon anything that was unclear to me at the time. You can find the material I had time to write up by following the links on this page.

Book Notes:
Code For Various Chapters:
As always, I am interested in hearing about any errors that might exist in this material.

John Weatherwax
Last modified: Fri Feb 10 21:06:05 EST 2012