可以去作者的主页上下载，上面还有SAS源程序和数据文件

http://statistik.mathematik.uni-wuerzburg.de/timeseries/

也可以下载本帖附件（只有书，这是最新的2011年三月份版本）

Table of Contents

• Elements of Exploratory Time Series Analysis
  • The Additive Model for a Time Series
  • Linear Filtering of Time Series
  • Autocovariances and Autocorrelations
  • Exercises
    
• Models of Time Series
  • Linear Filters and Stochastic Processes
  • Moving Averages and Autoregressive Processes
  • The Box–Jenkins Program
  • Exercises
    
• State-Space Models
  • The State-Space Representation
  • The Kalman-Filter
  • Exercises
    
• The Frequency Domain Approach of a Time Series
  • Least Squares Approach with Known Frequencies
  • The Periodogram
  • Exercises
    
• The Spectrum of a Stationary Process
  • Characterizations of Autocovariance Functions
  • Linear Filters and Frequencies
  • Spectral Density of an ARMA-Process
  • Exercises
    
• Statistical Analysis in the Frequency Domain
  • Testing for a White Noise
  • Estimating Spectral Densities
  • Exercises
    
• The Box–Jenkins Program: A Case Study
  • Partial Correlation and Levinson–Durbin Recursion
  • Asymptotic Normality of Partial Autocorrelation Estimator
  • Asymptotic Normality of Autocorrelation Estimator
  • First Examinations
  • Order Selection
  • Diagnostic Check
  • Forecasting
  • Exercises
    
• Bibliography
• Index
• SAS-Index
• GNU Free Documentation Licence