Overview

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.

Full Product Details

Author:   Terence C. Mills
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2011
Weight:   0.724kg
ISBN:  

9781349331352

ISBN 10:   134933135
Pages:   461
Publication Date:   01 January 2011
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
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Table of Contents

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

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Author Information

TERENCE MILLS is Professor of Applied Statistics and Econometrics at Loughborough University, UK, having previously held professorial appointments at City University Business School and the University of Hull, UK. He has over 200 publications in a wide range of areas, including The Palgrave Handbook of Econometrics, Volumes 1 and 2 (co-edited with Kerry Patterson).

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