Practical Time Series Analysis

by The State University of New York

1. Week 1: Basic Statistics
2. Week 2: Visualizing Time Series, and Beginning to Model Time Series
3. Week 3: Stationarity, MA(q) and AR(p) processes
4. Week 4: AR(p) processes, Yule-Walker equations, PACF
5. Week 5: Akaike Information Criterion (AIC), Mixed Models, Integrated Models
6. Week 6: Seasonality, SARIMA, Forecasting