THE ANALYSIS OF
ECONOMIC TIME SERIES

by
HAROLD T. DAVIS
The Principia Press, Inc.
1941
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TABLE OF CONTENTS

Preface      [Preliminary pages]
Chapter  Page 
History of the Problem
The Technique of Harmonic Analysis 60 
Serial Correlation Analysis 102 
The Theory of Random Series 142 
The Degrees of Freedom in Economic Time Series 175 
The Analysis of Trends 208 
Periodogram Analysis 276 
The Evidence and Explanation of Cycles 327 
The Nature of Wealth and Income 386 
10  The Dynamics of Trends from the Point of View of the Equation of Exchange 444 
11  Forecasting Economic Time Series 499 
12  Interpretation and Critique 546 

TABLES
   Table 1. Values of the Walker Probability Function, PW 583 
   Table 2. Values of the Fisher Probability Function, PF 601 

INDEXES
   Index of Names 609 
   Index of Subjects 613