Peter J. Brockwell & Richard A. Davis 
ITSM: An Interactive Time Series Modelling Package for the PC [PDF ebook] 

Designed for the analysis of linear time series and the practical modelling and prediction of data collected sequentially in time. It provides the reader with a practical understanding of the six programs contained in the ITSM software (PEST, SPEC, SMOOTH, TRANS, ARVEC, and ARAR). This IBM compatible software is included in the back of the book on two 5 1/4” diskettes and on one 3 1/2 ” diskette. – Easy to use menu system – Accessible to those with little or no previous compu- tational experience – Valuable to students in statistics, mathematics, busi- ness, engineering, and the natural and social sciences. This package is intended as a supplement to the text by the same authors, "Time Series: Theory and Methods." It can also be used in conjunction with most undergraduate and graduate texts on time series analysis.