DEFINITION of 'Time Series'
A sequence of numerical data points in successive order, usually occurring in uniform intervals. In plain English, a time series is simply a sequence of numbers collected at regular intervals over a period of time.
INVESTOPEDIA EXPLAINS 'Time Series'
Time series analysis can be useful to see how a given asset, security or economic variable changes over time or how it changes compared to other variables over the same time period. For example, suppose you wanted to analyze a time series of daily closing stock prices for a given stock over a period of one year. You would obtain a list of all the closing prices for the stock over each day for the past year and list them in chronological order. This would be a oneyear, daily closing price time series for the stock.
Delving a bit deeper, you might be interested to know if a given stock's time series shows any seasonality, meaning it goes through peaks and valleys at regular times each year. Or you might want to know how a stock's share price changes as an economic variable, such as the unemployment rate, changes.

Indicator
Indicators are statistics used to measure current conditions ... 
Trend
The general direction of a market or of the price of an asset. ... 
Structural Change
An economic condition that occurs when an industry or market ... 
Correlation
In the world of finance, a statistical measure of how two securities ... 
Covariance
A measure of the degree to which returns on two risky assets ... 
Seasonality
A characteristic of a time series in which the data experiences ...

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Calculate the correlation coefficient to find the correlation between any two variables, whether they are market indicators, ... Read Full Answer >> 
How far back in a stock's history should you go when gauging its volatility?
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What is the variance/covariance matrix or parametric method in Value at Risk (VaR)?
The parametric method, also known as the variancecovariance method, is a risk management technique for calculating the value ... Read Full Answer >> 
What is backtesting in Value at Risk (VaR)?
The value at risk is a statistical risk management technique that monitors and quantifies the risk level associated with ... Read Full Answer >> 
How much variance should an investor have in an indexed fund?
An investor should have as much variance in an indexed fund as he is comfortable with. Variance is the measure of the spread ... Read Full Answer >> 
Can the correlation coefficient be used to measure dependence?
The correlation coefficient can be used to measure the linear dependence between two random variables. The most common correlation ... Read Full Answer >>

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