ARIMA Forecasting

Box, G. E. P., Jenkins, G. M., and Reinsel, G. C. Time Series Analysis: Forecasting and Control. 4th ed. Hoboken, NJ: John Wiley & Sons. 2008.

Hamilton, J. D. Time Series Analysis. Princeton, NJ: Princeton University Press. 1st ed. 1994.

Hanke, J.E., and D.W. Wichern. Business Forecasting. 9th ed. Upper Saddle River, NJ: Prentice Hall, 2008.

Liu, Lon-Mu. Time Series Analysis and Forecasting. 2nd ed. Villa Park, IL: Scientific Computing Associates. 2006.

Makridakis, S., S.C. Wheelwright, and R.J. Hyndman. Forecasting Methods and Applications. 3rd ed. Hoboken, NJ: John Wiley & Sons, 1998.

Wei, W. W. S. Time Series Analysis: Univariate and Multivariate methods. 2nd ed. New York: Pearson, 2006.