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An Introduction to Discrete-Valued Time Series
book

An Introduction to Discrete-Valued Time Series

by Christian H. Weiss
February 2018
Intermediate to advanced content levelIntermediate to advanced
304 pages
9h 55m
English
Wiley
Content preview from An Introduction to Discrete-Valued Time Series

Chapter 1Introduction

A (discrete-time) time series is a set of observations c01-math-001, which are recorded at times c01-math-002 stemming from a discrete and linearly ordered set c01-math-003. An example of such a time series is plotted in Figure 1.1. This is the annual number of lynx fur returns for the MacKenzie River district in north-west Canada. The source is the Hudson's Bay Company, 1821–1934; see Elton & Nicholson (1942). These lynx data are discussed in many textbooks about time series analysis, to illustrate that real time series may exhibit quite complex seasonal patterns. Another famous example from the time series literature is the passenger data of Box & Jenkins (1970), which gives the monthly totals of international airline passengers (in thousands) for the period 1949–1960. These data (see Figure 1.2 for a plot) are often used to demonstrate the possible need for variance-stabilizing transformations.

Illustration of Annual number of lynx fur returns (1821-1934).

Figure 1.1 Annual number of lynx fur returns (1821–1934); see Elton & Nicholson (1942).

Illustration of Monthly totals (in thousands) of international airline passengers (1949-1960).

Figure ...

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Publisher Resources

ISBN: 9781119096962Purchase book