22 QA 725 - Time Series Analysis

This was a graduate course taught at UC, focusing on univariate forecasting. This ended up being one of the most useful classes I took, as forecast analysis became a big part of what I did when I joined my new company.

My notes from this class are a bit scattered, but here are the ones that matter:

• Notes - Book.docx - The book we used in the class was Forecasting with Univariate Box-Jenkins Models by Alan Pankratz
• Notes - Class.docx - Some notes from the class. These notes only cover a few weeks. I was much better at taking notes from the book which covered these topics in more detail.
• Notes - Class - Transfer Function Models.docx - Notes on Transfer Function Models. This goes beyond the univariate methods covered in the book.
• ADF Explained by Dickey.pdf - David Dickey explains the Augmented Dickey Fuller test for stationarity.