Journal of Time Series Analysis

Aims & Scope

During the last 30 years Time Series Analysis has become one of the most important and widely used branches of Mathematical Statistics.

Its fields of application range from neurophysiology to astrophysics and it covers such well-known areas as economic forecasting, study of biological data, control systems, signal processing and communications and vibrations engineering.

The Journal of Time Series Analysis started in 1980, has since become the leading journal in its field, publishing papers on both fundamental theory and applications, as well as review papers dealing with recent advances in major areas of the subject and short communications on theoretical developments.

The editorial board consists of many of the world's leading experts in Time Series Analysis.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	1
2024	1.20

Journal Rank

Year	Value
2024	5320

Journal Citation Indicator

Year	Value
2024	172

SJR (SCImago Journal Rank)

Year	Value
2024	0.944

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	62

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Decision Sciences and Mathematics, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

  Citation: 2393

  Authors: C. W. J., Roselyne

• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

  Citation: 2009

  Authors: John, Susan

• Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework

  Citation: 1527

  Authors: Anindya, Juan, Ricardo

• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM

  Citation: 1050

  Authors: R. H., D. S.

• FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

  Citation: 728

  Authors: M. A., A. A.

• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS

  Citation: 723

  Authors: A. I., W. K.

• A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks

  Citation: 620

  Authors: Ralf, Walter, Junsoo

• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES

  Citation: 541

  Authors: Melvin J.

• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS

  Citation: 532

  Authors: Sylvia

• Combining non‐cointegration tests

  Citation: 532

  Authors: Christian, Christoph

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