Course Outcomes
Define Functions
Define the autocovariance and autocorrelation functions
Define Weak Stationarity
Define weak stationarity
Define Process
Define white noise process
AR and MA Model
Derive the mean, autocovariance, and autocorrelation of an AR and MA model
ARMA
Define an ARMA (p, q) process
Order of an ARIMA
Select the order of an ARIMA model from the sample ACF and sample PACF
Fit an ARIMA
Fit an ARIMA (p, d, q) model and generate forecasts with prediction intervals in R