Many analyses of time series data involve multiple, related variables. Modeling Multiple Time Series presents many specification choices and special challenges.

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic

Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare,

Aimed at econometricians who have completed at least one course in time series modeling, this comprehensive book will teach you the time series analytical possi