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