The backshift operator in time series analysis

O. D. Anderson · International Journal of Mathematical Education in Science and Technology · 1976

A time series is a set of data which develops through time in some structured manner, whose precise form is, in part, obscured by a random component. The usefulness of the backshift operator comes from the insights it gives the analyst as to the possible interpretation of a fitted model, or even in suggesting some preferable model.

Read the paper · More papers on PaperTik