忘记说明内容了....

总共135页

目录：

1.Preface

2.What's a Time Sery?

3.ARMA Models

4.The Autocorrelation and autocovariance function

5.Prediction and Impulse-Response Function

6.Stationarity and World representation

7.VARs: orthogonalization, variance decompostion, Granger causality

8.Spectral Representation

9.Spectral analysis in finite sample

10.Unit Roots

11.Cointegration

将欲歙之，必固张之；将欲弱之，必固强之；

将欲废之，必固兴之；将欲夺之，必固与之；

是谓微明，柔软胜刚强