References

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Brockwell, P.J. and R.A. Davis, 1991. Time Series: Theory and Methods. 2nd Edn., Springer-Verlag, New York, ISBN: 0387974296.

Brockwell, P.J. and R.A. Davis, 2002. Introduction to Time Series and Forecasting. 8th Edn., Springer, Berlin, ISBN: 978-0-387-95351-9, Pages: 469.

Engle, R.F., 1982. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50: 987-1007.
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Montgomery, D.C., C.L. Jennings and M. Kulachi, 2008. Introduction Time Series Analysis and Forecasting. John Wiley & Sons, Hoboken, New Jersey, ISBN:9780471653974, Pages: 472.

Pankratz, A., 1991. Forecasting with Dynamic Regression Models. John Wiley & Sons, Hoboken, New Jersey, ISBN:9780471615286, Pages: 400.

Tsay, R.S., 2005. Analysis of Financial Time Series. 2nd Edn., Wiley-Interscience, New York.

Wei, W.W.S., 2006. Time Series Analysis: Univariate and Multivariate Methods. 2nd Edn., Pearson Addison Wesley, USA., ISBN-13: 9780321322166, Pages: 614.