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Statistical Visions in Time
A History of Time Series Analysis, 1662–1938

$58.99 (C)

  • Date Published: December 2005
  • availability: Available
  • format: Paperback
  • isbn: 9780521023177

$ 58.99 (C)
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About the Authors
  • 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 percent 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. 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.

    • Most up-to-date history of statistical thinking available
    • Treatment is rich in diagrams and illustrative material to enhance author's prints in text
    • Wide appeal, will interest both historians of science and social science and can be read by anyone with a basic knowledge of statistics
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    Reviews & endorsements

    "With Statistical Visions in Time, Judy Klein has secured her place among the very best historians of economics and statistics. The promise of good history is that it speaks to the present. Klein's history fulfills that promise. It not only tells the tale of 300 years of time-series statistics, but raises issues that should be the concern of every contemporary macroeconometrician. The story of the beginnings of time-series analysis is fascinating - made more so by Klein's gift as a storyteller. An erudite and careful scholar, Klein wears her erudition lightly and never ceases to engage the reader from the first page to the last." Kevin D. Hoover, University of California, Davis

    "Statistical Visions in Time is a marvelous book. Judy Klein gives us an excellent tour through the work of successive generations of both natural and social scientists in their attempts to deal with observations from the changing world by methods designed for a static one. The material is treated with originality and conviction, events are aptly illustrated with the original data representations and related to us with wit and comprehension. The reader cannot help but reach an intimate understanding of the fundamental problem, and therein lies the charm of this book." Mary S. Morgan, London School of Economics and Political Science

    "Judy Klein's rich and intriguing study shows how statistical methods of time-series analysis evolved out of the practical efforts of bankers and financiers. She shows, too, how great was the strain involved in attaching the mathematics of urns and dice to social and economic processes that develop in time." Ted Porter, University of California, Los Angeles

    "Judy Klein's...perspective is justified by her focus on one statistical pursuit, namely, the analysis of commonplace phenomena, such as prices, sunspots, and temperatures, that fluctuate over time. Klein's book is based on a wealth of material.... ...Klein's book is truly pathbreaking." Margaret Schabas, Isis

    "Statistical Visions in Time: A History of Time Series Analysis 1662-1938 contains the fascinating stories of the beginning of time series analysis and brings them to life with the original data, examples, and problems confronting these pioneers. This book is successful because of the richness of these individual histories and the effort not only to place them in their original context but also to link them through the broader context of the difficulty in confronting time series data." Paul Harrison, Southern Economic Journal

    "...attempts the ambitious task of cataloguing the history of time series analyses, both for social phenomena...and for some meteorological and biological phenomena." Ronald G. Bodkin, Eastern Economic Journal

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    Product details

    • Date Published: December 2005
    • format: Paperback
    • isbn: 9780521023177
    • length: 368 pages
    • dimensions: 246 x 190 x 20 mm
    • weight: 0.651kg
    • contains: 69 b/w illus. 35 tables
    • availability: Available
  • Table of Contents

    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.

  • Author

    Judy L. Klein

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