The Foundations of Modern Time Series Analysis

ebook Palgrave Advanced Texts in Econometrics

By Terence C. Mills

cover image of The Foundations of Modern Time Series Analysis

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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.
The Foundations of Modern Time Series Analysis