Stock market

Applied Time Series Analysis

The notes I’ve taken for the course STAT 6280 - Applied Time Series Analysis. The suggested textbook is Introduction to Time Series and Forecasting, 2nd Edition by Peter J. Brockwell and Richard A. Davis.

Aug 28
ARMA Models
Aug 29
Model Fitting and Forecasting
Sep 14
Nonstationary Time Series
Sep 30
Seasonal Time Series
Oct 13
Decomposition and Smoothing Methods
Nov 02
Spectral Analysis
Nov 17
Conditional Heteroscedastic Models
Nov 23