In coatless/ITS: A Tour of Time Series Analysis with R

Remark on Syntax

Hi guys, since we are all using a different syntax here is what I propose. Let me know if we should change it. Once we agree, we will unify the syntax:

| Symbol | Meaning | Code | |---------------------|-----------------------|------------------| | $\e{ }$ | Expected value | \e{ } | | $\var$ | Variance | \var | | $\cov$ | Covariance | \cov | | $\corr$ | Correlation | \corr | | $\ind$ | Indicator | \ind | | $\real$ | Real | \real | | $\natural$ | Natural | \natural | | $\integers$ | Integers | \integers | | $(X_t)$ | A time series | (X_t) | | ${X_t}$ | A set | \{X_t\} | | $\gamma()$ | Autocov. fun. | \gamma() | | $\rho()$ | Autocor. fun. | \rho() | | $W_t$ | White noise | W_t | | $\normal$ | Normal dist. | \normal | | $\KL$ | KL diverg. | \KL | | $\AIC$ | AIC | \AIC | | $\BIC$ | BIC | \BIC | | $n$ | Length of time series| n |