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Time Series Analysis: Univariate and Multivariate Methods by William Wei and David P. Reilly - is a very good book on time series and quite inexepnsive. There is am updated version but at a much higher price. It does not include R examples. It explicitely includes a great discussion/presentation of Intervention Detection procedures which are ignored in simplified solutions/introductory textbooks.

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The last decade has brought dramatic changes in the way that researchers analyze time series data. This much-needed book synthesizes all of the major recent advances and develops a single, coherent presentation of the current state of the art of this increasingly important field.

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The book also explains smoothing, multiple time series analysis, and interrupted time series analysis. With a wealth of practical advice and supplemental data sets wherein students can apply their knowledge, this flexible and friendly primer is suitable for all students in the social sciences.

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The book also explains smoothing, multiple time series analysis, and interrupted time series analysis. With a wealth of practical advice and supplemental data sets wherein students can apply their knowledge, this flexible and friendly primer is suitable for all students in the social sciences.

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18.S096 Problem Set 4 Fall 2013 Time Series Due Date: 10/15/2013 1. Covariance Stationary AR(2) Processes Suppose the discrete-time stochastic process fX

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