March 16, 2018

Download e-book for iPad: A Very British Affair: Six Britons and the Development of by Terence C. Mills (auth.)

By Terence C. Mills (auth.)

ISBN-10: 1137291265

ISBN-13: 9781137291264

ISBN-10: 1349350273

ISBN-13: 9781349350278

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Additional resources for A Very British Affair: Six Britons and the Development of Time Series Analysis During the 20th Century

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Oscillatory series: Series for which the serial correlations change sign, alternating between runs of positive and negative values. , page 26). 11: (a) random series, (b) conjunct series having random differences; and (c) conjunct series having 40 A Very British Affair differences which are themselves conjunct. 8 display ‘no secular trend, and the whole movement is highly irregular. , page 26). , page 26). , page 26). 13 Having considered the various ‘internal’ properties of the different types of time series, Yule then turned his attention to his primary aim, that of analyzing the correlations between pairs of series drawn from each of the types.

It appeared that small samples … of such functions tended to give us correlations departing as far as possible from the truth, the correlations tending to approach ±1 if the time for which we had experience was very small compared with the time necessary to give the true correlation. Asking ourselves, then, what types of statistical series might be expected to give results analogous to those given by the mathematical function considered, we were led to a classification of series by their serial correlations r(1), r(2), r(3), .

9). The second sum of a random series, being a conjunct series with conjunct differences, would display swings above and below the base line that would be smoother, longer and of greater amplitude, but there would still be no tendency to be correlated with time as the series length was increased (viz. 11). 40). Interestingly, Yule ended the theoretical part of his paper with this statement: I give my answer to the problem as a tentative answer only, for I quite recognize that the discussion is inadequate and incomplete.

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A Very British Affair: Six Britons and the Development of Time Series Analysis During the 20th Century by Terence C. Mills (auth.)

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