ABSTRACT
A time series is a collection of observations made sequentially through time. One special feature of time-series data is that successive observations are usually known not to be independent, so that the analysis must take into account the order of the observations. As time-series analysis constitutes my particular research speciality, I cannot resist including a short section of time-series problems (see also Exercise G.2). These exercises should not be attempted unless you have studied a basic course in time-series analysis (except perhaps Exercise F.1).
