Abstract
Abstract This chapter surveys some concepts for univariate and multivariate time series processes which are relevant for the material to be discussed in subsequent chapters of this book. For convenience, I postpone a discussion of seasonal time series to the next chapter. Examples of relevant concepts are stationarity, the autocorrelation function. unit roots, and several diagnostic measures to investigate the empirical adequacy of fitted models. The material does not pro vide a detailed analysis of all possible concepts, although I sometimes provide details of computational aspects. For detailed theoretical accounts.
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