4 | Univariate Time Series Modelling |
4.1 | Introduction |
4.2 | Linear Stationary Models for Time Series |
4.3 | Nonstationary Models for Time Series |
4.3.1 | Nonstationary in the Variance |
4.3.2 | Nonstationarity in the Mean |
4.3.3 | Testing for Unit Roots and Stationarity |
4.4 | Forecasting with ARIMA Models |
4.5 | ARIMA Model Building |
4.6 | Regression Models for Time Series |
Bibliography |