Time-series analysis is an area of statistics which is of particular
interest at the present time. Time series arise in many different areas,
ranging from marketing to oceanography, and the analysis of such series
raises many problems of both a theoretical and practical nature. I first
became interested in the subject as a postgraduate student at Imperial
College, when I attended a stimulating course of lectures on time-series
given by Dr. (now Professor) G. M. Jenkins. The subject has fascinated
me ever since. Several books have been written on theoretical aspects of
time-series analysis. The aim of this book is to provide an introduction
to the subject which bridges the gap between theory and practice. The
book has also been written to make what is rather a difficult subject as
understandable as possible. Enough theory is given to introduce the
concepts of time-series analysis and to make the book mathematically
interesting. In addition, practical problems are considered so as to
help the reader tackle the analysis of real data. The book assumes a
knowledge of basic probability theory and elementary statistical
inference (see Appendix III). The book can be used as a text for an
undergraduate or postgraduate course in time-series, or it can be used
for self tuition by research workers. Throughout the book, references
are usually given to recent readily accessible books and journals rather
than to the original attributive references. Wold's (1965) bibliography
contains many time series references published before 1959.
