

This graduate level textbook deals with analyzing and forecasting multiple time series. The models discussed include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models...

This graduate level textbook deals with analyzing and forecasting multiple time series. The models discussed include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models...
