Comprehensive Example of Time Series Modelling

Proof A general proof of these results based on the maximum-likelihood approach is presented in (Hannan and Deistler 2012). Q.E.D. 

Having considered multiple different methods and approaches to modelling time series, it is now necessary to apply these methods to the problem at hand estimating the mean summer temperature in Edmonton. The data set is described in Sect. 5.1.3 and preliminary results have already been presented (see Example 5.11, Example 5.12, and Example 5.15). 

---