The Foundations of Modern Time Series Analysis

  • Terence C. Mills

Part of the Palgrave Advanced Texts in Econometrics series book series (PATEC)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Terence C. Mills
    Pages 18-29
  3. Terence C. Mills
    Pages 289-316
  4. Terence C. Mills
    Pages 375-395
  5. Terence C. Mills
    Pages 396-402
  6. Terence C. Mills
    Pages 403-418
  7. Back Matter
    Pages 419-461

About this book


This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.


calculus forecasting modeling statistical inference time series time series analysis

Authors and affiliations

  • Terence C. Mills
    • 1
  1. 1.Department of EconomicsLoughborough UniversityUK

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