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Chapter 14

Chapter 14. Introduction to Time Series Regression and Forecasting. Introduction to Time Series Regression and Forecasting (SW Chapter 14).

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5. Time series 5.1 Nature of the data

5. Time series 5.1 Nature of the data Now ? temporal order , past data can affect future data (but not inversely) Randomness in C.S.: ? samples ? ? estimations/LS r.v. Randomness in T.S.: succession of indexed r.v. (t) ? stochastic process

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Chapter 14

5. Time series 5.1 Nature of the data