Time Series Analysis and Forecasting, Second Edition

The book, Time Series Analysis and Forecasting, Second Edition (April '09, version 2.2) ISBN: 978-0-9765056-8-6 was written by Professor Lon-Mu Liu of the University of Illinois at Chicago. This book distills and integrates important research results on time series analysis and forecasting into cohesive and comprehensible methodologies.

The SCA Advanced Edition is used to conduct the analyses and present the examples used throughout the book. This presents the book as a perfect desk reference for practitioners, researchers, and educators using time series analysis best practices and SCA software. The SCA System was developed under the advisory direction of leading researchers and renowned educators in this discipline including George E.P. Box, George C. Tiao, Lon-Mu Liu, Mervin E. Muller, and others. Most courses in time series modeling teach students about the methods originated by these innovators in modern day time series methodologies. The SCA System is the first choice of these well-known educators when they teach time series. The book, Time Series Analysis and Forecasting, Second Edition, provides a bridge of understanding between theory and application.

I highly recommend this book for anyone seeking practical knowledge in the methods of time series analysis and forecasting. The author does a wonderful job at distilling the vast amount of research available in this field to a comprehensible and streamlined approach to time series analysis and forecasting. -- Chung Chen, Syracuse University
Throughout the book, concepts and issues are illustrated using the SCA Statistical System, and the command files are available from the publisher, which facilitates ready application of the methods to other data/series. In short, the book is a well-crafted resource, and a boon for researchers involved in the application of intervention analysis. -- James Cunningham, The University of Arizona
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