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Introduction to Time-Series Analysis by Kanika Chawla is a document available to read on EtoBox.

What is Introduction to Time-Series Analysis about?

This chapter discusses time-series analysis and modeling. It introduces basic time-series models like autoregressive (AR) and moving average (MA) models. It discusses stationary and non-stationary time series. The Box-Jenkins approach to time-series modeling is also introduced, which involves identifying a tentative model, estimating the model parameters, checking diagnostics, and forecasting. Examples of AR, MA, ARMA and ARIMA processes are provided.

Author

Kanika Chawla

Language

EN