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A Very British Affair

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Cover of 'A Very British Affair'

Table of Contents

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    Book Overview
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    Chapter 1 Time Series Analysis and the British
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    Chapter 2 Yule: The Time-Correlation Problem, Nonsense Correlations, Periodicity and Autoregressions
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    Chapter 3 Kendall: Generalizations and Extensions of Stationary Autoregressive Models
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    Chapter 4 Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling
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    Chapter 5 Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis
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    Chapter 6 Box and Jenkins: Time Series Analysis, Forecasting and Control
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    Chapter 7 Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis
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    Chapter 8 Box and Jenkins: Developments Post-1970
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    Chapter 9 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity
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    Chapter 10 Granger: Long Memory, Fractional Differencing, Spurious Regressions and Co-integration
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    Chapter 11 The End of the Affair?
Attention for Chapter 8: Box and Jenkins: Developments Post-1970
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