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LECTURES IN TIME-SERIES
ANALYSIS
AND FORECASTING
by
D.S.G. Pollock
Queen Mary and Westfield College,
The University of London
These two booklets contain some of the material of
the courses titled "Methods of Time-Series Analysis" and "Economic
Forecasting" which have been taught in the Department of Economics of
Queen Mary College in recent years. The material is presented in the
form of a series of ten lectures for a course given at the Institute
for Advanced Studies in Vienna titled A Short Course in Time-Series
Analysis.
Book 1
- Trends in Economic Time
Series
- Seasons and Cycles in
Time Series
- Models and Methods of
Time-Series Analysis
- Time-Series Analysis in
the Frequency Domain
- Linear Stochastic
Models
Book 2
- State-Space Analysis and Structural
Time-Series Models
- Forecasting with ARIMA
Models
- Identification and
Estimation of ARIMA Models
- Identification and Estimation in the Frequency
Domain
- Seasonality and Linear
Filtering
EXERCISES