Introduction to Forecasting
The nature and uses of forecasts, some examples of time series and resources for forecasting. Introduction, graphical displays, use data transformations for trend time series.
Introduction, least square estimation, statistical inference in linear trend and non-linear trend models.
Model Adequacy Checking
Interpretation of the model, discussion about adequecy checking of trend models.
Introduction, simple exponential smoothing, double exponential smoothing and seasonal exponential smoothing.
Introduction, autoregressive model, moving average model and autoregressive integrated moving average models.
Identification of ARIMA Models
Introduction,stationary, identify the ARIMA models and diagnostic checking for ARIMA models.
Seasonal of ARIMA models
Introduction, model identification and diagnostic checking.