Outline
Assignments:
| Q | 1 | 2 | 3 | 4 | 5 |
| A | 1 | 2 | 3 | 4 | 5 |
Lectures
Course Overheads
Introduction
Stochastic Processes
Stationarity
Some Stationary Processes
Identifiable, Invertible, Stationary
Multivariate Processes
Identifying ARMA -- ACF
Identifying ARMA -- PACF
Model Identification Examples
ARIMA Processes
Seasonal Nonstationarity
Model Fitting
Model Fitting Examples
Distribution of Estimates
Model Assessment
Model Order Selection
Forecasting
Spectral Analysis: Introduction
Periodogram
Spectra of ARMA processes
Esimating the Spectrum
Spectrum for Sunspot Series
Multiple Series
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