BYU-Idaho Time Series
Table of Contents
Resources
Chapter 1
Overview
Lessons & Homework
Lesson 1
Course Introduction
Lesson 2
Plots Trends, and Seasonal Variation
Lesson 3
Averages for Time Series
Lesson 4
Additive Models
Lesson 5
Multiplicative Models
Chapter 2
Overview
Lessons & Homework
Lesson 1
Covariance and Correlation
Lesson 2
Autocorrelation Concepts
Lesson 3
Exploration of Autocorrelation Concepts
Chapter 3
Overview
Lessons & Homework
Lesson 1
Leading Variables and Associated Variables
Lesson 2
Exponential Smoothing (EWMA)
Lesson 3
Holt-Winters Method (Additive Models) - Part 1
Lesson 4
Holt-Winters Method (Additive Models) - Part 2
Lesson 5
Holt-Winters Method (Multiplicative Models)
Chapter 4
Overview
Lessons & Homework
Lesson 1
White Noise and Random Walks - Part 1
Lesson 2
White Noise and Random Walks - Part 2
Lesson 3
Autoregressive (AR) Models
Lesson 4
Fitted AR Models
Chapter 5
Overview
Lessons & Homework
Lesson 1
Linear Models, GLS, and Seasonal Indicator Variables
Lesson 2
Harmonic Seasonal Variables - Part 1
Lesson 3
Harmonic Seasonal Variables - Part 2
Lesson 4
Transformations and Non-Linear Models
Lesson 5
Forecasting, Inverse Transformation, and Bias Correction
Chapter 6
Overview
Lessons & Homework
Lesson 1
Moving Average (MA) Models
Lesson 2
Autoregressive Moving Average (ARMA) Models
Chapter 7
Overview
Lessons & Homework
Lesson 1
Introduction to Non-stationary Models and Differencing
Lesson 2
Seasonal ARIMA Models
Lesson 2
ARCH and GARCH Models
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