TMA4285 Time Series Models, Autumn 2014

The curriculum consists of what is discussed in the lectures and what is covered in the exercises.

The topics discussed in the lectures are also covered by the following chapters in "Wei, W.W.S. (2006). Time series analysis. Univariate and multivariate methods, 2nd edn, Pearson Addison Wesley".

• Chapt. 1. All.
• Chapt. 2: All.
• Chapt. 3: All.
• Chapt. 4: All.
• Chapt. 5: All.
• Chapt. 6: 6.1-6.2, 6.4.
• Chapt. 7: 7.1-7.2.1, 7.2.3-7.5.
• Chapt. 8: All.
• Chapt. 15: All.
• Chapt. 18: 18.1-18.2,18.5.