Table of Contents

The Use of Regression Analysis.

Trends and Smoothing.

Cyclical Trends.

Linear Stochastic Models with Finite Numbers of Parameters.

Serial Correlation.

Stationary Stochastic Processes.

The Sample Mean, Covariances, and Spectral Density.

Estimation of the Spectral Density.

Linear Trends with Stationary Random Terms.

Appendices.

Bibliography.

Index.

About the Author

THEODORE W. ANDERSON Professor Emeritus of Statistics and Economics at Stanford University, earned his PhD in mathematics at Princeton University. He is the author of The Statistical Analysis of Time Series, published by Wiley, as well as The New Statistical Analysis of Data and A Bibliography of Multivariate Statistical Analysis. Anderson is a member of the National Academy of Sciences and a Fellow of the Institute of Mathematical Statistics, the American Statistical Association, the Econometric Society, and the American Academy of Arts and Sciences.