Review and application of selected topics In discrete univariate time-series analysis
This dissertation reviews the theory and methods of three areas m time-series analysis - period gram analysis, spectral analysis and Box-Jenkins modelling. Once the basic mathematical necessities and definitions have been set down, the relationship between the periodgram and spectrum is illustra...
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| Format: | Others |
| Published: |
2015
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| Online Access: | http://hdl.handle.net/10539/17719 |
| Summary: | This dissertation reviews the theory and methods of three areas m
time-series analysis - period gram analysis, spectral analysis and
Box-Jenkins modelling. Once the basic mathematical necessities
and definitions have been set down, the relationship between the
periodgram and spectrum is illustrated.
The statistical properties of both the periodogram and spectrum
are provided, as well as the practical problems involved when
analysing data using these techniques. As a result oi the complexities
of the spectrum, more emphasis is placed on periodogram
analysis. |
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