Abstract
A time series is a sequence of observations in chronological order, for example, daily log returns on a stock or monthly values of the Consumer Price Index (CPI). In this chapter, we study statistical models for time series. These models are widely used in econometrics, business forecasting, and many scientific applications.
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© 2011 Springer Science+Business Media, LLC
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Ruppert, D. (2011). Time Series Models: Basics. In: Statistics and Data Analysis for Financial Engineering. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-7787-8_9
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DOI: https://doi.org/10.1007/978-1-4419-7787-8_9
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-7786-1
Online ISBN: 978-1-4419-7787-8
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