This edition contains a large number of additions and corrections
scattered throughout the text, including the incorporation of a new
chapter on state-space models. The companion diskette for the IBM PC has
expanded into the software package ITSM: An Interactive Time Series
Modelling Package for the PC, which includes a manual and can be ordered
from Springer-Verlag. * We are indebted to many readers who have used
the book and programs and made suggestions for improvements.
Unfortunately there is not enough space to acknowledge all who have
contributed in this way; however, special mention must be made of our
prize-winning fault-finders, Sid Resnick and F. Pukelsheim. Special
mention should also be made of Anthony Brockwell, whose advice and
support on computing matters was invaluable in the preparation of the
new diskettes. We have been fortunate to work on the new edition in the
excellent environments provided by the University of Melbourne and
Colorado State University. We thank Duane Boes particularly for his
support and encouragement throughout, and the Australian Research
Council and National Science Foundation for their support of research
related to the new material. We are also indebted to Springer-Verlag for
their constant support and assistance in preparing the second edition.
Fort Collins, Colorado P. J. BROCKWELL November, 1990 R. A. DAVIS *
/TSM: An Interactive Time Series Modelling Package for the PC by P. J.
Brockwell and R. A. Davis. ISBN: 0-387-97482-2; 1991.
