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1、TheBartlettPress,Inc.brockwel8·i·20021:59p.m.PageiSpringerTextsinStatisticsAdvisors:GeorgeCasellaStephenFienbergIngramOlkinSpringerNewYorkBerlinHeidelbergBarcelonaHongKongLondonMilanParisSingaporeTokyoTheBartlettPress,Inc.brockwel8·i·20021:59p.m.PageiiTheBartlettPress,Inc.brockwel8·i
2、·20021:59p.m.PageiiiPeterJ.BrockwellRichardA.DavisIntroductiontoTimeSeriesandForecastingSecondEditionWith126IllustrationsIncludesCD-ROM13TheBartlettPress,Inc.brockwel8·i·20021:59p.m.PageivPeterJ.BrockwellRichardA.DavisDepartmentofStatisticsDepartmentofStatisticsColoradoStateUniversit
3、yColoradoStateUniversityFortCollins,CO80523FortCollins,CO80523USAUSApjbrock@stat.colostate.edurdavis@stat.colostate.eduEditorialBoardGeorgeCasellaStephenFienbergIngramOlkinDepartmentofStatisticsDepartmentofStatisticsDepartmentofStatisticsGrif?n-FloydHallCarnegieMellonUniversityStanfo
4、rdUniversityUniversityofFloridaPittsburgh,PA15213-3890Stanford,CA94305P.O.Box118545USAUSAGainesville,FL32611-8545USALibraryofCongressCataloging-in-PublicationDataBrockwell,PeterJ.Introductiontotimeseriesandforecasting/PeterJ.BrockwellandRichardA.Davis.—2nded.p.cm.—(Springertextsinsta
5、tistics)Includesbibliographicalreferencesandindex.ISBN0-387-95351-5(alk.paper)1.Time-seriesanalysis.I.Davis,RichardA.II.Title.III.Series.QA280.B7572002519.55—dc212001049262Printedonacid-freepaper.?2002,1996Springer-VerlagNewYork,Inc.Allrightsreserved.Thisworkmaynotbetranslatedorcopi
6、edinwholeorinpartwithoutthewrittenpermissionofthepublishers(Springer-VerlagNewYork,Inc.,175FifthAvenue,NewYork,NY10010,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftwar
7、e,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseofgeneraldescriptivenames,tradenames,trademarks,etc.,inthispublication,eveniftheformerarenotespeciallyidenti?ed,isnottobetakenasasignthatsuchnames,asunderstoodbytheTradeMarksandMerchandiseMarksAct,mayac
8、cordinglybeu
