دوره اول تحلیل سری‌های زمانی با مثال‌هایی از SAS

Elements of Exploratory Time Series Analysis......Page 9 The Additive Model for a Time Series......Page 10 Linear Filtering of Time Series......Page 24 Autocovariances and Autocorrelations......Page 38 Exercises......Page 43 Linear Filters and Stochastic Processes......Page 49 Moving Averages and Autoregressive Processes......Page 60 Specification of ARMA-Models: The Box--Jenkins Program......Page 93 State-Space Models......Page 102 Exercises......Page 112 The Frequency Domain Approach of a Time Series......Page 121 Least Squares Approach with Known Frequencies......Page 122 The Periodogram......Page 128 Exercises......Page 139 The Spectrum of a Stationary Process......Page 143 Characterizations of Autocovariance Functions......Page 144 Linear Filters and Frequencies......Page 149 Spectral Densities of ARMA-Processes......Page 157 Exercises......Page 160 Testing for a White Noise......Page 167 Estimating Spectral Densities......Page 175 SAS-Index......Page 192 GNU Free Documentation License......Page 207