ABSTRACT
Many of the time series that we will study can be viewed as the output of a linear operator or filter. In this chapter, we introduce the basic concepts and terminology of linear filter theory. We also discuss the general linear process, which is a linear filter with white noise input that plays a fundamental role in the study of stationary processes. Finally, we discuss the application of linear filters for purposes of removing or retaining certain types of frequency behavior from a time series realization.
