Since the publication of the first edition, this book has been used by many researcher's and universities worldwide. I am very grateful for the numerous encouraging letters and comments received from researchers, instructors, and students. Although the original chapters in the book still form the necessary foundation for time series analysis, many new theories and methods have been developed during the past decade, and the time has come to incorporate these new developments into a more comprehensive view of the field. In the process of updating this book, I took the opportunity to clarify certain concepts and correct previous errors.

Chapter 1 Overview
Chapter 2 Fundametal Concepts
Chapter 3 Statinary Time Series Medels
Chapter 4 Nonstationary Time Series Models
Chapter 5 Forecasting
Chapter 6 Model Identification
Chapter 7 Parameter Estimation, Diagnostic Checking, and Model Selection
Chapter 8 Seasonal Time Series Models
Chapter 9 Testing for a Unit Root
Chapter 10 Intervention Analysis and Outlier Detection
,etc.