his disk is designed to accompany the book "Time Series: Theory and Methods" by P.J. Brockwell and R.A. Davis. It contains programs written for the IBM PC (and compatible computers), which can be used to apply the methods described in the text to the data sets supplied in the book's appen- dix, to stimulated data sets, or to data provided by the reader.
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Peter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistic s and elected members of the International Statistics institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize.