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Data Analysis and Graphics Using R, Third Edition by W. John Braun, John Maindonald

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9

Time series models

A time series is a sequence of observations that have been recorded over time. Almost invariably, observations that are close together in time are more strongly correlated than observations that are widely separated. The independence assumption of previous chapters is, in general, no longer valid. Variation in a single spatial dimension may have characteristics akin to those of time series, and the same types of models may find application there also.

Many techniques have been developed to deal with the special nature of the dependence that is commonly found in such series. The present treatment will be introductory and restricted ...

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