Sources


The sources listed in the Time Series Data Library are the sources from which I obtained the data. They are not necessarily the original sources. For further details about each series, please check with the source quoted.
ABS
Australian Bureau of Statistics. Copyright in ABS data resides with the Commonwealth of Australia. Used with permission.
Abraham and Ledolter
Statistical Methods for Forecasting, 1983, Wiley.
O.D. Anderson
Time Series Analysis and Forecasting: the Box-Jenkins Approach, 1976, Butterworth.
TW Anderson
The Statistical Analysis of Time Series, 1971, Wiley.
D.F.Andrews and H.M.Herzberg
Data: A Collection of Problems from Many Fields for the Student and research Worker, 1985, Springer-Verlag.
G.E.P. Box and G.M. Jenkins
Time Series Analysis: Forecasting and Control, 1976, Holden-Day.
D.R. Brillinger et al.
Emipirical Modelling of Population Time Series Data: The Case of Age and Density Dependent Vital Rates, Lectures on Mathematics in the Life Sciences, Vol. 13, pp.65--90.
P.J. Brockwell and R.A. Davis
Time Series: Theory and Methods, 1991, Springer-Verlag.
A First Course in Time Series Analysis, 1996, Springer-Verlag.
C. Chatfield
Time Series and Forecasting, 2001. Chapman and Hall.
J.Cryer
Time Series Analysis, 1986, Duxbury Press.
P Diggle
Time Series: A Biostatistical Introduction, 1990, Oxford University Press.
A Harvey
Forecasting , structural Time Series Models and the Kalman Filter, 1989, CUP.
Hipel and McLeod
Time Series Modelling of Water Resources and Environmental Systems, 1994, Elsevier.
G.M. Jenkins and G Watt
Spectral Analysis and its Applications, 1968, Holden-Day.
M.G. Kendall
Time Series, 1973, Griffin.
M.G. Kendall and K. Ord
Time Series, 1990, Edward Arnold.
McCleary and Hay
Applied Time Series Analysis for the Social Sciences, 1980, Sage Publications.
McMahon, T.A., and Mein, R.G.
River and reservoir yield, 1986, Water Resources Publications: Littleton, Colo., U.S.A.
Montgomery and Johnson
Forecasting and Time Series Analysis, 1976, McGraw-Hill.
Makridakis and Wheelwright
Forecasting: Methods for Management, 5th ed, 1989, Wiley.
Makridakis, Wheelwright and Hyndman
Forecasting: Methods and Applications, 3rd ed, 1998, Wiley.
Nelson
Applied Time Series Analysis for Managerial Forecasting, 1973, Holden-Day.
H.J. Newton
Timeslab: A Time Series Analysis Laboratory, 1988,Brooks/Cole.
T.M.O'Donovan
Short term Forecasting: An Introduction to the Box-Jenkins Apporach, 1983, Wiley.
A. Pankratz
Forecasting With Univariate Box-Jenkins Models: Concepts and Cases, 1983, Wiley.
Forecasting With Dynamic Regression Models, 1991, Wiley.
Subba Rao & Gabr
An Introduction to Bispectral Analysis and Bilinear Time Series Models, 1984, Springer-Verlag.
H. Tong
Threshold Models in Non-linear Time Series Analysis, 1983, Lecture Notes in Statistics, 21, Springer-Verlag: NY.
Non-linear time series: a dynamical systems approach, 1990, Oxford University Press.
Pena, Tiao and Tsay
A Course in Time Series Analysis, 2001, Wiley.
P. Velleman
The ABC of EDA, 1981, Duxbury Press.
William W.S. Wei
Time Series Analysis – Univariate and Multivariate Methods, 2006, Addison-Wesley