Time Series Analysis: Regression Techniques

Completely revised and updated, this second edition of Time Series Analysis examines techniques for the study of change based on regression analysis.

The great advantage of time series regression analysis is that it can both explain the past and predict the future behaviour of variables. This volume explores the regression (or structural equation) approach to the analysis of time series data. It also introduces the Box-Jenkins time series method in an attempt to partially bridge the gap between the two approaches.