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Statements
1986
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Box-Jenkins
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least squares
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maximum likelihood
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Minitab
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exercises
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solutions
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Trends
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regression methods
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stationary time series
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general linear process
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ARMA models
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invertibility
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nonstationary series
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ARIMA models
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transformations of series
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Model specification
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sample autocorrelation
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partial autocorrelation
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Parameter estimation
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method of moments
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Model diagnostics
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Forecasting
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prediction limits
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Seasonal models
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state space models
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missing data
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calendar problems
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outliers
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nonnormal models
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