C H A P T E R 2
Linear Time Series Analysis and Its Applications

2.1 STATIONARITY

2.2 CORRELATION AND AUTOCORRELATION FUNCTION

2.3 WHITE NOISE AND LINEAR TIME SERIES
2.4 Simple Autoregressive Models,
2.5 Simple Moving-Average Models,

2.6 Simple ARMA Models,

2.7 Unit-Root Nonstationarity

2.8 Seasonal Models,

2.9 Regression Models with Time Series
2.10 Long-Memory Models,

Appendix A. Some SCA Commands,