Applied Time Series Analysis

A Practical Guide to Modeling and Forecasting

Terence C. Mills
Elsevier S&T
354 pages
ISBN-13: 9780128131176
January 2019

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details.