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1、IntroductiontoTimeSeriesandForecasting,SecondEditionPeterJ.BrockwellRichardA.DavisSpringerTheBartlettPress,Inc.brockwel8·i·20021:59p.m.PageiSpringerTextsinStatisticsAdvisors:GeorgeCasellaStephenFienbergIngramOlkinSpringerNewYorkBerlinHeidelbergBarcelonaHongKongLondonMilanParisSingaporeTokyoThispagei
2、ntentionallyleftblankTheBartlettPress,Inc.brockwel8·i·20021:59p.m.PageiiiPeterJ.BrockwellRichardA.DavisIntroductiontoTimeSeriesandForecastingSecondEditionWith126IllustrationsIncludesCD-ROM13TheBartlettPress,Inc.brockwel8·i·20021:59p.m.PageivPeterJ.BrockwellRichardA.DavisDepartmentofStatisticsDepartm
3、entofStatisticsColoradoStateUniversityColoradoStateUniversityFortCollins,CO80523FortCollins,CO80523USAUSApjbrock@stat.colostate.edurdavis@stat.colostate.eduEditorialBoardGeorgeCasellaStephenFienbergIngramOlkinDepartmentofStatisticsDepartmentofStatisticsDepartmentofStatisticsGriffin-FloydHallCarnegieM
4、ellonUniversityStanfordUniversityUniversityofFloridaPittsburgh,PA15213-3890Stanford,CA94305P.O.Box118545USAUSAGainesville,FL32611-8545USALibraryofCongressCataloging-in-PublicationDataBrockwell,PeterJ.Introductiontotimeseriesandforecasting/PeterJ.BrockwellandRichardA.Davis.—2nded.p.cm.—(Springertexts
5、instatistics)Includesbibliographicalreferencesandindex.ISBN0-387-95351-5(alk.paper)1.Time-seriesanalysis.I.Davis,RichardA.II.Title.III.Series.QA280.B7572002519.55—dc212001049262Printedonacid-freepaper.©2002,1996Springer-VerlagNewYork,Inc.Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeor
6、inpartwithoutthewrittenpermissionofthepublishers(Springer-VerlagNewYork,Inc.,175FifthAvenue,NewYork,NY10010,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarme
7、thodologynowknownorhereafterdevelopedisforbidden.Theuseofgeneraldescriptivenames,tradenames,trademarks,etc.,inthispublication,eveniftheformerarenotespeciallyidentified,isnottobetakenasasignthatsuchname
