Book Description

Time series are an important source of data, not only to economics, but to many other disciplines as well. The post-war period has seen a great expansion in the statistical and computer techniques available for the analysis of these time series, as well as in the understanding and general application of them. Many of the theoretical advances in regression and correlation analysis in the presence of serial correlation or autoregression have been contributed by economists, and the basic techniques have been picked up by the profession. Concomitantly, a great part of the statistical time series work done by economists has been based upon regression techniques.