| Description |
xix, 345 pages : illustrations ; 26 cm |
| Contents |
1. Introduction -- Pt. I. Commercial Arithmetic and Practical Dynamics. 2. Reckoning on Death and Chance with the Merchant's Rule. 3. Commercial Currents and First Differences. 4. The Interplay of Deception and Accountability in the Index Numbers and Moving Averages of the Bank of England. 5. Seasons, Tides, and Structures in Cycle Time -- Pt. II. Subject Context and Statistical Theory. 6. Laws of Chance and Error in the Observation Process. 7. Laws of Deviation and the Capacity for Shifting Means in Early Statistical Models of Processes. 8. A Funny Thing Happened on the Way to Equilibrium: Economic and Statistical Ways of Thinking around the Turn of the Century. 9. Decomposition and Functions of Time. 10. Autoregression, Random Disturbances, Dangerous Series, and Stationary Stochastic Processes -- Epilogue -- App. 1. Techniques of Time Series Analysis -- App. 2. Frequency Analysis of Worldwide Studies in Time Series and Stochastic Processes: 1847-1938 |
| Summary |
This work documents the history of techniques that statisticians use to manipulate economic, meteorological, biological, and physical data taken from observations recorded over time. The decomposition tools include index numbers, moving averages, relative time frameworks, and the use of differences (i.e., subtracting one observation from the previous value in the series). This history is accessible to students with a basic knowledge of statistics, as well as financial analysts, statisticians, and historians of economic thought and science |
| Bibliography |
Includes bibliographical references (pages 315-334) and index |
| Subject |
Time-series analysis -- History.
|
| LC no. |
96036856 |
| ISBN |
0521420466 (hardback) |
|
