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Hello everyone, this is Tural Sadigov,

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in this lecture we'll be talking about
Introduction to Time Series Analysis.

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So objective of this lecture
is to define a time series and

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get familiar with this package called,
astsa.

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So time series is basically a data
set that's collected through time.

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Now, since we are doing sampling
with adjacent points in time,

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we naturally introduce a correlation into
the system which means the classical,

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statistical inference might
not work in this setting.

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Time series are all over the places.

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We will be looking at time series
from economics and financial area.

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We'll look at the physical time series,
marketing time series,

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demographic time series and etc.

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In the next lecture I will produce some
time thoughts of some specific time

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series that's taken from
the package called astsa.

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It's a package developed by Shumway and

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Stoffer, and
it contains data sets and scripts.

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And they use that package accompany to
their book called Time Series Analysis and

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Its Application: With R Examples.

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And I have also included the PDF,

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the link to the PDF of
the documentation of this package.

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So what we have learned in this lecture,
we have learned that the definition of

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time series, which is basically
data collected through time.

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In the next lectures,

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upcoming lectures we will define
it slightly in a different way.

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And we have learned
the package titled astsa.