Copyright2007 by Sage Publications, Inc.
All rights reserved. No part of this book may be reproduced or utilized in any form or by any
means, electronic or mechanical, including photocopying, recording, or by any information
storage and retrieval system, without permission in writing from the publisher.
For information:
Sage Publications, Inc.
2455 Teller Road
Thousand Oaks, California 91320
E-mail:
[email protected]
Sage Publications Ltd.
1 Oliver’s Yard
55 City Road
London EC1Y 1SP
United Kingdom
Sage Publications India Pvt. Ltd.
B-42, Panchsheel Enclave
Post Box 4109
New Delhi 110 017 India
Printed in the United States of America
Library of Congress Cataloging-in-Publication Data
Brandt, Patrick T.
Multiple time series models / Patrick T. Brandt, John T. Williams.
p. cm. — (Quantitative applications in the social sciences, vol. 148)
Includes bibliographical references and index.
ISBN 1-4129-0656-3; 978-1-4129-0656-2 (pbk.)
1. Times series analysis—Mathematical models. I. Williams, John T. II. Title. III. Series:
Sage university papers series. Quantitative applications in the social sciences.
HA30.3.B73 2007
519.5
5—dc22 2006010016
This book is printed on acid-free paper.
050607080910987654321
Acquisitions Editor:Lisa Cuevas Shaw
Associate Editor:Margo Beth Crouppen
Editorial Assistant:Karen Greene
Production Editor:Melanie Birdsall
Copy Editor: QuADS Prepress (P) Ltd.
Typesetter: C&M Digitals (P) Ltd
Indexer: Ellen Slavitz
Cover Designer: Janet Foulger