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 |
4.4.1 | The Optimal Forecast |
4.4.2 | Computation of Forecasts |
4.4.3 | Eventual Forecast Functions |
4.5 | ARIMA Model Building |
4.6 | Regression Models for Time Series |
Bibliography |