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