Prolegomenon: A Personal Perspective and an Explanation of the Structure of the Book -- Yule and Hooker and the Concepts of Correlation and Trend -- Schuster, Beveridge and Periodogram Analysis -- Detrending and the Variate Difference Method: Student, Pearson and their Critics -- Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working -- Periodicities in Sunspots and Air Pressure: Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances -- The Formal Modelling of Stationary Time Series: Wold and the Russians -- Generalizations and Extensions of Stationary Autoregressive Models: from Kendall to Box and Jenkins -- Statistical Inference, Estimation and Model Building for Stationary Time Series -- Dealing with Nonstationarity: Detrending, Smoothing and Differencing -- Forecasting Nonstationary Time Series -- Modelling Dynamic Relationships Between Time Series -- Spectral Analysis of Time Series: the Periodogram Revisited and Reclaimed -- Tacking Seasonal Patterns in Time Series -- Emerging Themes -- The Scene is Set -- References.