index.Rmd

--- 
title: "Time Series is Great!"
author: "James Balamuta"
date: "`r Sys.Date()`"
knit: "bookdown::render_book"
documentclass: book
bibliography: [book.bib]
biblio-style: apalike
link-citations: yes
site: bookdown::bookdown_site
description: ""
url: 'http://tsig.thecoatlessprofessor.com/'
github-repo: coatless/timeseriesisgreat
---

```{r setup, echo=FALSE, message=FALSE, warning=FALSE}
require(knitr)
read_chunk('r_book.R')
options(scipen = 8, width=65)
```

```{r load_packages, message=FALSE,echo=FALSE, warning=FALSE}
```

```{r misc_func, echo=FALSE}
```

# Preface
## A foreword

The book presented below is a compilation of material and extended explanations that I have sought during my studies of time series. The material is not necessarily traditional, however, the hope is that it is at least helpful and/or provides an alternative explanation for the concepts under observation.

Any typos or other issues should be reported to [James Balamuta](mailto:balamut2@illinois.edu) forthwith.

##  Notation

The following notation will be adopted throughout the book.

* $X$ denotes a (continuous) RV.
* $X_t$ is $X$ at time $t \in N$.
* $E\left(X_t\right)$ is the Mean of $X$ at time $t$.
* $Var\left(X_t\right)$ is the Variance of $X$ at time $t$.
* $X_{1}, X_{2}, \ldots, X_{k}$ are sequence of random variables.
* $f\left(x\right)$ denotes the density function of $X$ and $f\left(x, y\right)$ denotes the joint density function of $x$ and $Y$.
* $\left(X_t\right)_{t=1,\ldots,T} := \left(X_t\right) := (X_1, \ldots, X_T)$.

## R Code

The code used throughout the book is R code. The R code should be able to used as-is. Alongside the PDF download of the book, you should find the R code used within each chapter.