Ten things we should know about time series

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Ten things we should know about time series

Time series data affect many aspects of our lives. This paper highlights 10 things we should all know about time series, namely, a good working knowledge of econometrics and statistics, an awareness of measurement errors, testing for zero frequency, seasonal and periodic unit roots, analysing fracti...

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Bibliographic Details
Main Authors:	McAleer, M., Oxley, Leslie
Format:	Journal Article
Published:	2011
Online Access:	http://hdl.handle.net/20.500.11937/27505

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