The Foundations of Modern Time Series Analysis

1. Prolegomenon: A Personal Perspective and an Explanation of the Structure of the Book
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2. Yule and Hooker and the Concepts of Correlation and Trend
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3. Schuster, Beveridge and Periodogram Analysis
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4. Detrending and the Variate Differencing Method: Student, Pearson and Their Critics
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5. Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working
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6. Periodicities in Sunspots and Air Pressure: Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances
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7. The Formal Modelling of Stationary Time Series: Wold and the Russians
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8. Generalizations and Extensions of Stationary Autoregressive Models: From Kendall to Box and Jenkins
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9. Statistical Inference, Estimation and Model Building for Stationary Time Series
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10. Dealing with Nonstationarity: Detrending, Smoothing and Differencing
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11. Forecasting Nonstationary Time Series
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12. Modelling Dynamic Relationships Between Time Series
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13. Spectral Analysis of Time Series: The Periodogram Revisited and Reclaimed
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14. Tackling Seasonal Patterns in Time Series
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15. Emerging Themes
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16. The Scene is Set
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Avainsanat: Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Economic History, Statistics for Business/Economics/Mathematical Finance/Insurance, Econometrics