Advertisement

Time Series Analysis

  • Abdulkader Aljandali
  • Motasam Tatahi
Chapter
Part of the Statistics and Econometrics for Finance book series (SEFF)

Abstract

Much of the data used and reported in Economics is recorded over time. The term time series is given to a sequence of data, (usually inter-correlated), each of which is associated with a moment in time. Example like daily stock prices, weekly inventory levels or monthly unemployment figures are called discrete series, i.e. readings are taken at set times, usually equally spaced. The form of the data for a time series is, therefore, a single list of readings taken at regular intervals. It is this type of data that will concern us in this and the next chapter.

Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Abdulkader Aljandali
    • 1
  • Motasam Tatahi
    • 2
  1. 1.Department of Accounting, Finance and EconomicsCoventry University LondonLondonUK
  2. 2.Department of Economics, Finance and AccountingRegent’s University London-European Business School LondonLondonUK

Personalised recommendations