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Bernard Tremblay has already recommended the classic text by
Box and Jenkins. A good choice. But if you are looking for a
clear, well-written introductory book, I would recommend
"The Analysis of Time Series - An Introduction" by Christopher
Chatfield (Chapman and Hall). It's also likely to be a bit
cheaper.
David
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David Cassell, OAO cassell@mail.cor.epa.gov
Senior computing specialist
mathematical statistician
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