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I'll be taking an introductory course on time series analysis in the spring, and we will be using the instructor's online notes as the "textbook". My previous experiences with such instructor's notes have been that they contain only the essentials of the course and aren't really useful as references. Besides, I always like using a physical textbook.

So, can anyone recommend a good textbook for this subject that is both clear for learning from and useful as a reference? The list of topics to be covered is:

By the way, another professor who sometimes teaches this course at my university has used this textbook:

https://www.amazon.com/dp/0321322169/?tag=pfamazon01-20

in the past; would that be one to consider?

Thanks!

So, can anyone recommend a good textbook for this subject that is both clear for learning from and useful as a reference? The list of topics to be covered is:

*Trend analysis, trend-based methods (moving averages, exponential smoothing), stationary processes, ARMA and ARIMA models, spectrum and its estimation, frequency filtration, seasonal models, multivariate models, Kalman filter.*By the way, another professor who sometimes teaches this course at my university has used this textbook:

https://www.amazon.com/dp/0321322169/?tag=pfamazon01-20

in the past; would that be one to consider?

Thanks!

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