Definition:Successive Values of Time Series

Definition
Let $T$ be a time series whose observations are $\map z {\tau_1}, \map z {\tau_2}, \dotsb, \map z {\tau_t}, \dotsb$ at an unbroken sequence of timestamps $\tau_1, \tau_2, \dotsb, \tau_t, \dotsb$.

When we have $N$ such successive observations, without a missing value, we write:
 * $z_1, z_2, \dotsb, z_t, \dotsb, z_N$

and it is understood that the subscripts correspond directly to the timestamps.