Review and application of selected topics In discrete univariate time-series analysis

Abstract

This dissertation reviews the theory and methods of three areas m time-series analysis - period gram analysis, spectral analysis and Box-Jenkins modelling. Once the basic mathematical necessities and definitions have been set down, the relationship between the periodgram and spectrum is illustrated. The statistical properties of both the periodogram and spectrum are provided, as well as the practical problems involved when analysing data using these techniques. As a result oi the complexities of the spectrum, more emphasis is placed on periodogram analysis.