Statistical Visions in Time - Judy L. Klein

Statistical Visions in Time

A History of Time Series Analysis, 1662–1938

(Autor)

Buch | Hardcover
367 Seiten
1997
Cambridge University Press (Verlag)
978-0-521-42046-4 (ISBN)
89,75 inkl. MwSt
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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 per cent 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. Klein cautions that we risk measurement without history in unduly mechanistic blending of stationary probability theory with the practical dynamics of commercial traders. 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.

Introduction; Part I. Commercial Arithmetic and Practical Dynamics: 2. Reckoning on death and chance with the Merchant's Rule; 3. Commercial currents and first differences; 4. The interplay of deception and accountability in the index numbers and moving averages of the Bank of England; 5. Seasons, tides and structures in cycle time; Part II. Subject Context and Statistical Theory: Introduction to subject context and statistical theory; 6. Laws of chance and error in the observation process games of chance; 7. Laws of deviation and the capacity for shifting means in early statistical models of processes; 8. A funny thing happened on the way to equilibrium: economics and statistical ways of thinking around the turn of the century; 9. Decomposition and functions of time; 10. Autoregression, random disturbances, dangerous series and stationary stochastic processes; Epilogue; Appendix 1: Techniques of time series analysis; Appendix 2: Frequency analysis of worldwide studies in time series and stochastic processes, 1847–1938.

Erscheint lt. Verlag 28.10.1997
Zusatzinfo 35 Tables, unspecified; 69 Line drawings, unspecified
Verlagsort Cambridge
Sprache englisch
Maße 187 x 262 mm
Gewicht 895 g
Themenwelt Mathematik / Informatik Mathematik Statistik
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 0-521-42046-6 / 0521420466
ISBN-13 978-0-521-42046-4 / 9780521420464
Zustand Neuware
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