Time Series Analysis

  1. Autocorrelation and Dependence Structure
    1. Measuring Temporal Dependence
      1. Covariance and Correlation
        1. Lag Relationships
          1. Serial Dependence
          2. Autocorrelation Function
            1. Definition and Properties
              1. Sample ACF
                1. Theoretical ACF Patterns
                  1. Confidence Intervals
                    1. Interpretation Guidelines
                    2. Partial Autocorrelation Function
                      1. Definition and Calculation
                        1. Sample PACF
                          1. Theoretical PACF Patterns
                            1. Model Identification Uses
                            2. Cross-Correlation Analysis
                              1. Cross-Correlation Function
                                1. Lead-Lag Relationships
                                  1. Prewhitening
                                    1. Spurious Correlation
                                    2. Spectral Analysis
                                      1. Frequency Domain Analysis
                                        1. Periodogram
                                          1. Spectral Density
                                            1. Fourier Transform
                                            2. Nonlinear Dependence
                                              1. Higher-Order Moments
                                                1. Conditional Heteroskedasticity
                                                  1. Nonlinear Correlation Measures

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                                                4. Stationarity and Unit Root Analysis

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                                                6. Classical Forecasting Methods