1: Univariate Time Series
Descriptive Analysis
Transformations
Introduction to the R language for forecasting
2: Stationary Models
ARIMAs
Box-Jenkins methodology
Measuring forecast performance
Business and Management applications
3: Exponential Smoothing
Simple, Holt, Holt-Winters
4: Dynamic regression
Endogenous variables, transfer function
5: Multivariate time series
VAR models, cointegration
6: Garch models
Financial Applications and Risk Management
