Chapter 1

Time Series

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.

Chapter 2

Regression Analysis

Trend Models

Introduction, least square estimation, statistical inference in linear trend and non-linear trend models.

Chapter 3

Model Diagnostic Checking

Model Adequacy Checking

Interpretation of the model, discussion about adequecy checking of trend models.

Chapter 4

Exponential Smoothing

Smoothing Models

Introduction, simple exponential smoothing, double exponential smoothing and seasonal exponential smoothing.

Chapter 5


ARIMA models

Introduction, autoregressive model, moving average model and autoregressive integrated moving average models.

Chapter 6

Identification of ARIMA Models

Identification of ARIMA Models

Introduction,stationary, identify the ARIMA models and diagnostic checking for ARIMA models.

Chapter 7

Seasonal of ARIMA Models

Seasonal of ARIMA models

Introduction, model identification and diagnostic checking.