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 |