Statistical Visions in Time: A History of Time Series Analysis, 1662-1938

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Cambridge University Press, 1997 M10 28 - 345 páginas
This work documents the history of techniques that statisticians have used to manipulate economic, meteorological, biological, and physical data taken from observations recorded over time. The manipulation tools include percent change, index numbers, moving averages, and "first differences," i.e., subtracting one observation from the previous value. Professor Klein argues that nineteenth-century business journals, such as The Economist, were as important to the development of time series analysis as Latin treatises on probability theory. While examining the roots of mathematical statistics in commercial practice, she traces changes in analytical forms from table to graph to equation. 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.
 

Contenido

Reckoning on Death and Chance with the Merchants Rule
25
Commercial Currents and First Differences
54
The Interplay of Deception and Accountability in the Index
73
Seasons Tides and Structures in Cycle Time
103
SUBJECT CONTEXT AND STATISTICAL THEORY
137
Laws of Deviation and the Capacity for Shifting Means
161
Decomposition and Functions of Time
221
Autoregression Random Disturbances Dangerous Series
259
Epilogue
289
Techniques of Time Series Analysis
295
Frequency Analysis of Worldwide Studies in Time
302
References
313
Index
335
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