In coatless/timeseriesisgreat: Time Series is Great!

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Preface

A foreword

The book presented below is a compilation of material and extended explanations that I have sought during my studies of time series. The material is not necessarily traditional, however, the hope is that it is at least helpful and/or provides an alternative explanation for the concepts under observation.

Any typos or other issues should be reported to James Balamuta forthwith.

Notation

The following notation will be adopted throughout the book.

• $X$ denotes a (continuous) RV.
• $X_t$ is $X$ at time $t \in N$.
• $E\left(X_t\right)$ is the Mean of $X$ at time $t$.
• $Var\left(X_t\right)$ is the Variance of $X$ at time $t$.
• $X_{1}, X_{2}, \ldots, X_{k}$ are sequence of random variables.
• $f\left(x\right)$ denotes the density function of $X$ and $f\left(x, y\right)$ denotes the joint density function of $x$ and $Y$.
• $\left(X_t\right)_{t=1,\ldots,T} := \left(X_t\right) := (X_1, \ldots, X_T)$.

R Code

The code used throughout the book is R code. The R code should be able to used as-is. Alongside the PDF download of the book, you should find the R code used within each chapter.

coatless/timeseriesisgreat documentation built on May 13, 2019, 8:47 p.m.