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eBook - PDF
The Foundations of Modern Time Series Analysis
About this book
This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.
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Yes, you can access The Foundations of Modern Time Series Analysis by Terence C. Mills in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Cover
- Half_Title
- Title
- Copyright
- Contents
- List of Tables
- List of Figures
- 1 Prolegomenon: A Personal Perspective and an Explanation of the Structure of the Book
- 2 Yule and Hooker and the Concepts of Correlation and Trend
- 3 Schuster, Beveridge and Periodogram Analysis
- 4 Detrending and the Variate Differencing Method: Student,
- 5 Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working
- 6 Periodicities in Sunspots and Air Pressure: Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances
- 7 The Formal Modelling of Stationary Time Series: Wold
- 8 Generalizations and Extensions of Stationary Autoregressive
- 9 Statistical Inference, Estimation and Model
- 10 Dealing with Nonstationarity: Detrending,
- 11 Forecasting Nonstationary Time Series
- 12 Modelling Dynamic Relationships Between Time Series
- 13 Spectral Analysis of Time Series: The Periodogram Revisited and Reclaimed
- 14 Tackling Seasonal Patterns in Time Series
- 15 Emerging Themes
- 16 The Scene is Set
- Notes
- References
- Index