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This work documents the history of techniques that statisticians have used to manipulate economic, meteorological, biological, and physical data taken from observations recorded over time. The manipulation tools include percent change, index numbers, moving averages, and "first differences," i.e., subtracting one observation from the previous value. Professor Klein argues that nineteenth-century business journals, such as The Economist, were as important to the development of time series analysis as Latin treatises on probability theory. While examining the roots of mathematical statistics in commercial practice, she traces changes in analytical forms from table to graph to equation. This history is accessible to students with a basic knowledge of statistics as well as financial analysts, statisticians, and historians of economic thought and science.
- Sales Rank: #2093608 in Books
- Published on: 2005-12-08
- Original language: English
- Number of items: 1
- Dimensions: 9.96" h x .75" w x 6.97" l, 1.45 pounds
- Binding: Paperback
- 368 pages
Review
"With Statistical Visions in Time, Judy Klein has secured her place among the very best historians of economics and statistics. The promise of good history is that it speaks to the present. Klein's history fulfills that promise. It not only tells the tale of 300 years of time-series statistics, but raises issues that should be the concern of every contemporary macroeconometrician. The story of the beginnings of time-series analysis is fascinating - made more so by Klein's gift as a storyteller. An erudite and careful scholar, Klein wears her erudition lightly and never ceases to engage the reader from the first page to the last." Kevin D. Hoover, University of California, Davis
"Statistical Visions in Time is a marvelous book. Judy Klein gives us an excellent tour through the work of successive generations of both natural and social scientists in their attempts to deal with observations from the changing world by methods designed for a static one. The material is treated with originality and conviction, events are aptly illustrated with the original data representations and related to us with wit and comprehension. The reader cannot help but reach an intimate understanding of the fundamental problem, and therein lies the charm of this book." Mary S. Morgan, London School of Economics and Political Science
"Judy Klein's rich and intriguing study shows how statistical methods of time-series analysis evolved out of the practical efforts of bankers and financiers. She shows, too, how great was the strain involved in attaching the mathematics of urns and dice to social and economic processes that develop in time." Ted Porter, University of California, Los Angeles
"Judy Klein's...perspective is justified by her focus on one statistical pursuit, namely, the analysis of commonplace phenomena, such as prices, sunspots, and temperatures, that fluctuate over time. Klein's book is based on a wealth of material.... ...Klein's book is truly pathbreaking." Margaret Schabas, Isis
"Statistical Visions in Time: A History of Time Series Analysis 1662-1938 contains the fascinating stories of the beginning of time series analysis and brings them to life with the original data, examples, and problems confronting these pioneers. This book is successful because of the richness of these individual histories and the effort not only to place them in their original context but also to link them through the broader context of the difficulty in confronting time series data." Paul Harrison, Southern Economic Journal
"...attempts the ambitious task of cataloguing the history of time series analyses, both for social phenomena...and for some meteorological and biological phenomena." Ronald G. Bodkin, Eastern Economic Journal
About the Author
Judy L. Klein is professor of economics at Mary Baldwin College.
Most helpful customer reviews
2 of 2 people found the following review helpful.
A rare excellent piece of work
By max wong
As a financial risk quant who uses time series models extensively I have always wondered how models such as VaR (quantiles of time series models) always seem to get it terribly wrong at episodes of market stress and crises. The magnitude and frequency of extreme losses are fatally underestimated. Moreover, such models are perpetually late, ie. show a signal after the crisis had started. Having a formal education in physics, I have always had deep respect for great minds in the history of science--whose works (theorems and laws) were used as pillars of knowledge by subsequent generations of great minds to advanced the knowledge of man--that led to the technologically advanced society of today. If this is true for statistical science as well, why are we so far off the mark in its application today in finance? My curiosity led me to Prof. Klein's wonderfully well written and well-researched book.
Prof. Klein showed that the history of statistical thoughts is not a romantic linear improvement of theorems built upon the great minds of the past (as most people would imagine). In fact, the current modeling paradigm represents a historical legacy of different school of thoughts and the squabbling between diverse ideas. As one school gets more popular and attracted a larger following, that idea became the dominant theory, not unlike the evolution of major religions. In an easy-to-read narrative style (to be fair, some knowledge of statistics is required to digest the book), the book leads to the startling and disturbing realization that our failed statistics of today (in finance/ economics) may have come from the evolution of ideas that have taken a wrong turn in history!
Without spoiling the suspense, my takeaway from the book is, let me use a quote of warning from the book:
"Measurement does not necessarily mean progress. Failing the possibility of measuring that which you desire the lust for measurement may, for, example, merely result in your measuring something else - and perhaps forgetting the difference - or in your ignoring some things because they cannot be measured."
-- Udny Yule in a letter to Maurice Kendall (Kendall 1952, 160)
This book is more relevant today than in the past, as practitioners, as if awakened by the global financial crisis in 2008, is starting to question the econometrics of today. A historical perspective (as accounted by Prof. Klein) helps us see the dogma of today's curriculum in a more open way. This book is a rare gem--I bought a copy for my own collection after reading it.
-- Max Wong, author of "Bubble value at risk: a countercyclical risk management approach."
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