Time Series Analysis: ARMA Models

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Covers model selection, diagnostics, and forecasting in time series analysis, emphasizing the challenges of determining the model order based on autocorrelation and partial autocorrelation functions.

Model Choice and Prediction

Explores model choice, prediction, and forecasting techniques in time series analysis.

Multivariate Time Series: Cointegration & Forecasting

Explores multivariate time series analysis, cointegration, forecasting with ARMA models, and practical applications in interest rates analysis.

Time Series

Explores Time Series, covering model specification, diagnostics, and forecasting methods.

Forecasting & Long Memory: Time Series

Explores forecasting methods and long memory in time series analysis.

Univariate time series: Analysis & Modeling

Covers the analysis and modeling of univariate time series, focusing on stationarity, ARMA processes, and forecasting.

Residuals & Forecasting: MATH-342 Time Series

Covers residuals, diagnostics, overfitting, and forecasting methods in time series analysis.

Count Data Models & Univariate Time Series Analysis

Covers count data models and Poisson regression, then transitions to univariate time series analysis for forecasting economic variables.

Integrated and Seasonal Processes: Time Series

Explores parametric estimation, integrated processes, seasonal modeling, and ARIMA model building in time series analysis.

Demand Forecasting: Methods and Models

Explores demand forecasting methods, time series analysis, trend forecasting, and the application of the Holt-Winter model.