Time Series Concepts

This repository is mainly focused on providing time series examples, concepts and general analysis of them in the Julia programming language.

It is expected that the reader is familiar with college-level probability and statistics, multivariable calculus and some numerical methods, namely regression analysis.

All documents are written using the fantastic Pluto.jl programming environment.

Index

1. Introduction to Time Series I

   • What is a time series?
   • Examples of time series

2. Introduction to Time Series II

   • Mean function
   • Autocovariance
   • Autocorrelation

3. Introduction to Time Series III

   • Estimation of statistics from sampled data
   • The lag operator