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Time Series Supporting Concepts


 
Misc concepts:
  • Autocorrelation
  • Moving Average
  • Autoregressive
  • Lag
  • Differencing (seasonal and non-seasonal)
  • 'Shock' or 'Innovation'
  • Trend
  • Seasonal vs. nonseasonal
  • Cycle
  • Additive model
  • Multiplicative model
  • Growth model 
  • Holt-Winters
  • X11
  • ARIMA
  • Box Jenkins
  • ACF and PACF 
  • Stationarity
  • Backshift operator
  • Unit Root
  • Box-Ljeung
  • Intervention model
  • Transfer function model
  • Vector Autoregression
  • Cointegration
  • Multivariate time series
  • State Space models
  • Spectral Analysis (frequency domain models)