[The Foundations of Modern Time Series Analysis (Palgrave Advanced Texts in Econometrics)] [Author: Mills, Terence C.] [September, 2011]

by Terence C. Mills

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 Student, Pearson and their Critics Nonsense Correlations, Random Shocks and Induced Yule, Slutzky and Working Periodicities in Sunspots and Air Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances The Formal Modelling of Stationary Time Wold and the Russians Generalizations and Extensions of Stationary Autoregressive from Kendall to Box and Jenkins Statistical Inference, Estimation and Model Building for Stationary Time Series Dealing with Detrending, Smoothing and Differencing Forecasting Nonstationary Time Series Modelling Dynamic Relationships Between Time Series Spectral Analysis of Time the Periodogram Revisited and Reclaimed Tacking Seasonal Patterns in Time Series Emerging Themes The Scene is Set References

Hardcover

First published June 29, 2011