介绍SAS软件中相关系数，ARMA模型，Garch模型等常用代码的用法

Multivariate time series analysis considers simultaneously multiple time series. It is a branch of multivariate statistical analysis but deals specifically with dependent data. It is, in general, much more complicated than the univariate time series analysis, especially when the number of series considered is large. We study this more complicated statistical analysis in this book because in real life decisions often involve multiple inter-related factors or variables. Understanding the relationships between those factors and providing accurate predictions of those variables are valuable in decision making. The objectives of multivariate time series analysis thus include 1. To study the dynamic relationships between variables 2. To improve the accuracy of prediction

总结时间序列分析法在故障诊断领域应用的优势，简述了时间系列分析法在故障诊断中的应用方法，并结合几个实例说明其在实际应用中应用领域、诊断方法及过程，分析其发展前景。

Title: 卡尔曼滤波与维纳滤波 现代时间序列分析方法 Author: 邓自立 Source: 2001, 哈尔滨工业大学出版社, 396 p Abstract:

SAS在时间序列分析中的运用，很详细，武汉大学出版

应用时间序列分析习题答案（人民大学出版社，王燕编著）

时间序列分析 预测与控制 原书第4版 pdf

arima 的一些Matlab源码共享，欢迎下载，相互交流和学习

很不错的外国课件，中文翻译版本。 有需要的可以下载。

吴喜之+应用时间序列分析—R软件陪同数据