Time Series

Originally, in statistical literature, a series of observations at various moments of time (e.g. an economic time series, a weather time series). In the Soviet literature on economics, the term dynamic series is also employed. Since the middle of the 1920s the term has frequently denoted a stochastic process realized in practice through observations. Time series analysis means the statistical analysis of stochastic processes (cf. Statistical problems in the theory of stochastic processes).

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