4 Univariate Time Series Modelling
4.1 Introduction
4.2 Linear Stationary Models for Time Series
4.3 Nonstationary Models for Time Series
4.4 Forecasting with ARIMA Models
4.5 ARIMA Model Building
4.5.1 Inference for the Moments of Stationary Processes
4.5.2 Identification of ARIMA Models
4.5.3 Parameter Estimation
4.5.4 Diagnostic Checking
4.5.5 Model Selection Criteria
4.5.6 Example: European Union G.D.P.
4.6 Regression Models for Time Series
Bibliography