Want to learn about time series/forecasting

  • Thread starter semidevil
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  • #1
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Main Question or Discussion Point

I want to learn more about time series and forecasting.....are there any online textbooks or online tutorials to learn about this stuff. I have no knowledge in this area that is why it is hard to sit down and read about it. Anybody have a good introductory site or somewhere to start?
 

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  • #2
EnumaElish
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From Yahoo search on time series and forecasting:
http://www.buseco.monash.edu.au/units/forecasting/links.php
http://elsa.berkeley.edu/eml/tsa_archive.shtml [Broken]
http://www.britannica.com/eb/article-60721?tocId=60721 [Broken]
http://www.sas.com/technologies/analytics/forecasting/whitepapers.html [Broken]
 
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  • #3
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Info

Try

http://www.public.iastate.edu/~wqmeeker/stat451stuff/pdf_psnups/handout08_psnup.pdf#search='SARIMA%20time%20series'

http://www.unc.edu/~eghysels/papers/Handbook_final.pdf#search='SARIMA%20time%20series' [Broken]

http://www.ltrr.arizona.edu/~dmeko/notes_6.pdf#search='periodogram' [Broken]

A few links to get you started. If you have any questions let me know. I took several actuary classes in college. They are only a handful of people who know how to do this stuff. That is why so little information is out on the Internet. People pay big bucks to people who are good at SARIMA modeling.
 
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