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BOX, G.E.P. & JENKINS, G.W. Time Series Analysis, Forecasting and Control. Holden-Day, 1976
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PEÑA, Daniel; TIAO, George C. & TSAY, Ruey S. A Course in Time Series Analysis. New York: John Wiley & Sons. 2001.
TSAY, Ruey S. Analysis of Financial Time Series. New Jersey: John Wiley & Sons. 2010
WEI, William W.S. Time Series Analysis: Univariate and Multivariate Methods. New York: Pearson – 3rd ed. 2006.
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