STAT 2103(3) – INTRODUCTION TO TIME SERIES ANALYSIS
Examples of time series. Objectives of tsa. Time series plot. Additive and multiplicative models.
Decomposition. Exponential smoothing. Forecasting using Holt-Winters method. Autocovariance
function. Random walk. White Noise. Stationarity. MA processes. AR processes. Introduction to Box-
Jenkins methods. Simple ARIMA processes. Model specification, estimation & diagnostics.
