Time Series Decomposition 时间序列分解.pdf

Financial Modelling and Analysis Lecture 4 Time Series Decomposition Autocorrelation Lecture 4 1 Common Data Types  The two main data types are: 1. Cross sectional data  Data collected from the same time period across different people or firms or locations or... 2. Time series data  Data collected over time at regular intervals from the same people or firms or locations or.