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)