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Re:Time Series Prediction – A short introduction for pragmat... by graycat on Saturday November 09, 2019 @02:58PM (#21493903)
Here are some old references for the problem of the OP:

David R. Brillinger, Time Series Analysis: Data Analysis and Theory, Expanded Edition, ISBN 0-8162-1150-7, Holden-Day, San Francisco, 1981.

George E. P. Box and Gwilym M. Jenkins, Time Series Analysis --- Forecasting and Control: Revised Edition, ISBN 0-8162-1104-3, Holden-Day, San Francisco, 1976.

Brillinger was a John Tukey student at Princeton and long at Berkeley.

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