Introduction and Overview:
Scope of Application.
Stochastic and Deterministic Processes.
Extrapolative and Decomposition Models:
New Features of Census X-12.
Introduction of Box-Jenkins Time Series Analysis:
The importance of Time Series Analysis Modeling.
Tests for Nonstationarity.
Stabilizing the Variance.
Structural or Regime Stability.
Implications of Stationarity.
The Basic ARIMA Model:
Introduction to ARIMA.
Graphical Analysis of Time Series Data.
Basic Formulation of the Autoregressive Integrated Moving Average Model.
The Sample Autocorrelation Function.
The Standard Error of the ACF.
The Bounds of Stationarity and Invertibility.
The Sample Partial Autocorrelation Function.
Bounds of Stationarity and Invertibility Reviewed.
Other Sample Autocorrelation Funcations.
Tentative Identification of Characteristic Patterns of Integrated, Autoregressive, Moving Average, and ARMA Processes.
Seasonal ARIMA Models: