Cover; Contents; List of Figures; List of Tables; List of Abbreviations; Introduction; 1 Literature Survey; 2 Forecasting; 2.1 Forecasting: Importance and Limitations; 2.2 Forecasting Models: A Brief Review; 3 Univariate Time Series Analysis; 3.1 ARIMA Model Building -- The Box-Jenkins (BJ) Approach; 3.2 General Non-Seasonal BJ Model; 3.3 Extensions of the BJ Approach; 3.4 Seasonal Time Series and BJ Analysis; 3.5 BJ Seasonal Models; 3.6 General Multiplicative Model: An Example; 4 Further Topics in Time Series Analysis; 4.1 Non-Stationary Time Series: Introduction. 4.2 Beveridge-Nelson (BN) Decomposition4.3 Nelson-Plosser (NP) Approach; 4.4 Hodrick-Prescott (HP) Filter; 4.5 Dynamic Systems: Introduction; 4.6 Granger Causality; 4.7 Cointegration and the Error Correction Model (ECM); 5 The Development of Seasonal Adjustment Programs; 5.1 Introduction; 5.2 A History of Seasonal Adjustment Programs; 5.3 X-11; 5.4 Seasonal Adjustment Issues; 5.5 X-11-ARIMA; 5.6 X-12-ARIMA (X-12); 5.7 TRAMO/SEATS; 6 Empirical Analysis; 6.1 Introduction; 6.2 Seasonal Adjustment Programs and Automatic Procedures -- Examples; 6.3 Holidays Effects: An Example of Pre-Adjustment. 6.4 Box-Jenkins Forecasting: An Example Using Quarterly Data6.5 Forecasting, Cointegration and Granger Causality: Possible Approaches and Case Studies; 6.6 Estimation Results for Differenced Form; 6.7 Estimation; 6.8 Annual Data Results; 6.9 Seasonal Adjustment Issues; 6.10 Empirical Examples and Case Studies: Conclusions; Conclusions; References; Appendix 1; Appendix 2; Appendix 3; Index.