This book is the first to develop the analysis of time series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication, Time Series Analysis; Forecasting and Control, in 1970, showing how these methods laid the foundations for the modern techniques of time series analysis that are in use today.
Many of the key examples and graphics found in the seminal articles of, for example, Schuster, Pearson, Yule, Slutzky and Kendall are recreated and the original voices of such authors are provided so that readers can become acquainted with the contemporary views, prejudices and hobby horses of the major protagonists in the story. Separate strands of developments are drawn together to show that, by 1970, a coherent, technically sophisticated and essentially practical body of knowledge was available for analyzing time series data coming from any discipline.
This book is essential reading for postgraduate students in time series analysis and time series econometrics.
About The Author
TERENCE MILLS is Professor of Applied Statistics and Econometrics at Loughborough University,UK, having previously held professorial appointments at City University Business School and the University of Hull, UK. He has over 200 publications in a wide range of areas, including The Palgrave Handbook of Econometrics, Volumes 1 and 2 (co-edited with Kerry Patterson).