THE ANALYSIS OF
ECONOMIC TIME SERIES
by
HAROLD T. DAVIS
The Principia Press, Inc.
1941
Download ENTIRE BOOK (23,295 kb) or individual chapters below


TABLE OF CONTENTS
Preface      [Preliminary pages]
Chapter  Page 
1  History of the Problem 1 
2  The Technique of Harmonic Analysis 60 
3  Serial Correlation Analysis 102 
4  The Theory of Random Series 142 
5  The Degrees of Freedom in Economic Time Series 175 
6  The Analysis of Trends 208 
7  Periodogram Analysis 276 
8  The Evidence and Explanation of Cycles 327 
9  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