Preamble

The purpose of this internet-based open-source project is to make a useful document "free" in the sense of freedom: to assure everyone the effective freedom to copy and redistribute it, with or without modifying it, either commercially or noncommercially. That's why we put this project under the GNU Free Documentation License.

In the first place this project provides a mathematically oriented introduction to time series analysis. Many examples highlight the results, where real data are analyzed using the statistical analysis system SAS.

You can download the text (in pdf-format) as well as the data sets and the SAS programming code free of charge.

A traditional book, once published, allows no modifications, extensions, corrections etc. unless a new edition is released. This is the reason why we put the source code of the book (in latex-format) on the internet for free download as well: Once downloaded, the source code allows you to modify the text just as you like:

In case you have modifications, extensions etc. which might be of interest to a broader audience, you can send them to us and we will incorporate them in a future version of the document. We hope that, as time goes by, evolution takes place and leads to a steadily improving text.

Copyright (c) 2005 Michael Falk. Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled "GNU Free Documentation License".

The authors accept no responsibility for errors in the programs mentioned or their consequences.

SAS and all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute in the USA and other countries. Windows is a trademark, Microsoft is a registered trademark of the Microsoft Corporation.