inside front cover

Defining time series

1

1.1

Time series decomposition

1

1.1

Forecasting project lifecycle

1

1.2

Baseline models

2

2.1

Random walk model

3

3.1

Stationarity

3

3.2.1

Differencing

3

3.2.1

Autocorrelation function (ACF)

3

3.2.3

Forecasting a random walk

3

3.3

Moving average model: MA(q)

4

4.1

Reading the ACF plot

4

4.1.1

Forecasting with MA(q)

4

4.2

Autoregressive model: AR(p)

5

5.2

Partial autocorrelation function (PACF)

5

5.3.1

Forecasting with AR(p)

5

5.4

ARMA(p,q) model

6

6.2

General modeling procedure

6

6.4

Akaike Information Criterion (AIC)

6

6.4.1

Q-Q plot

6

6.4.3

Ljung-Box test

6

6.4.3

Residual analysis

6

6.4.4

Forecasting with ARMA(p,q)

6

6.6

ARIMA(p,d,q) model

7

7.1

Forecasting with ARIMA

7

7.3