Abstract
Consider a sequence of observations y l, y 2,...,y n taken at equally spaced time intervals. Some of the many sources of such data are production from industrial units, national economic data, and regularly recorded biological data (e.g., blood pressures taken at regular intervals). The distinguishing characteristic of time series data is that because data are being taken on the same object over time, the individual observations are correlated.
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© 2001 Springer Science+Business Media New York
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Christensen, R. (2001). Frequency Analysis of Time Series. In: Advanced Linear Modeling. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3847-6_4
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DOI: https://doi.org/10.1007/978-1-4757-3847-6_4
Publisher Name: Springer, New York, NY
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