Topics include: autocorrelation; stationarity, trend removal and seasonal adjustment; AR, MA, ARMA, ARIMA; estimation; forecasting; model diagnostics; unit root test; introduction to financial time ...

and different approaches to classical and machine learning time series modeling and forecasting. A range of pedagogical features support students, including end-of-chapter exercises, problems, quizzes ...

The FORECAST procedure provides forecasting of univariate time series using automatic trend extrapolation. PROC FORECAST is an easy-to-use procedure for automatic forecasting that uses simple popular ...