Gebhard Kirchgassner • Jiirgen Wolters Introduction to Modern Time Series Analysis With 43 Figures and 17 Tables 4y Springer Contents Preface V 1 Introduction and Basics 1 1.1 The...

This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also...