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The foundations of modern time serie...

Mills, Terence C.

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The foundations of modern time series analysis

Record Type:	Electronic resources : Monograph/item
Title/Author:	The foundations of modern time series analysis/ Terence C. Mills.
Author:	Mills, Terence C.
Published:	New York :Palgrave Macmillan, : 2011.,
Description:	1 online resource (360 p.) :ill.
[NT 15003449]:	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.
Subject:	Time-series analysis. -
Online resource:	http://www.palgraveconnect.com/doifinder/10.1057/9780230305021An electronic book accessible through the World Wide Web; click for information
ISBN:	9780230305021 (electronic bk.)

The foundations of modern time series analysis
Mills, Terence C.

The foundations of modern time series analysis[electronic resource] /Terence C. Mills. - New York :Palgrave Macmillan,2011. - 1 online resource (360 p.) :ill. - Palgrave Macmillan perspectives in econometrics.

Includes bibliographical references and index.

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.

This book is the first to develop the analysis of time series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication, Time Series Analysis; Forecasting and Control, in 1970, showing how these methods laid the foundations for the modern techniques of time series analysis that are in use today. Many of the key examples and graphics found in the seminal articles of, for example, Schuster, Pearson, Yule, Slutzky and Kendall are recreated and the original voices of such authors are provided so that readers can become acquainted with the contemporary views, prejudices and hobby horses of the major protagonists in the story. Separate strands of developments are drawn together to show that, by 1970, a coherent, technically sophisticated and essentially practical body of knowledge was available for analyzing time series data coming from any discipline. This book is essential reading for postgraduate students in time series analysis and time series econometrics.

ISBN: 9780230305021 (electronic bk.)

Standard No.: 9786613209894

Source: 491483Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

532530
Time-series analysis.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HA30.3 / .M55 2011

Dewey Class. No.: 519.5/5

The foundations of modern time series analysis
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505 0 $a 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.
520 $a This book is the first to develop the analysis of time series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication, Time Series Analysis; Forecasting and Control, in 1970, showing how these methods laid the foundations for the modern techniques of time series analysis that are in use today. Many of the key examples and graphics found in the seminal articles of, for example, Schuster, Pearson, Yule, Slutzky and Kendall are recreated and the original voices of such authors are provided so that readers can become acquainted with the contemporary views, prejudices and hobby horses of the major protagonists in the story. Separate strands of developments are drawn together to show that, by 1970, a coherent, technically sophisticated and essentially practical body of knowledge was available for analyzing time series data coming from any discipline. This book is essential reading for postgraduate students in time series analysis and time series econometrics.
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