Time Series Analysis: ARIMA and Seasonal Models

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Time Series Analysis: ARMA Models

Explores ARMA models in time series analysis, covering model selection, forecasting, and precision assessment.

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.

Vector Autoregression (VAR): Sampling Properties and Examples

Covers Vector Autoregression (VAR) in time series analysis, including sampling properties and examples of VAR processes.

Parametric Signal Models: Matlab Practice

Covers parametric signal models and practical Matlab applications for Markov chains and AutoRegressive processes.

Forecasting & Long Memory: Time Series

Explores forecasting methods and long memory in time series analysis.

Time Series: Fundamentals and Models

Explores the fundamentals of time series analysis, including stationarity, linear processes, forecasting, and practical aspects.

Binary Choice Models and Time Series Analysis

Explores binary choice models like probit and logit, as well as univariate time series analysis with ARIMA models for forecasting economic variables.

Time Series: Representation and Modelling

Covers the stochastic properties of time series, stationarity, autocovariance, special stochastic processes, spectral density, digital filters, estimation techniques, model checking, forecasting, and advanced models.

Box-Jenkins Methodology: Building Time Series Models

Covers the Box-Jenkins methodology for building time series models, including model identification, variance calculations, and model diagnostics.

Time Series: Structural Modelling and Kalman Filter

Covers structural modelling, Kalman Filter, stationarity, estimation methods, forecasting, and ARCH models in time series.