Foreword p. 4
1. Introduction p. 6
2. Stochastic processes and stationarity p. 9
3. Stabilizing the variance p. 12
4. Differencing p. 14
5. Correlation p. 18
6. Autocorrelation p. 20
7. Standard error for autocorrelation p. 26
8. Partial autocorrelation p. 31
9. Using Excel matrices functions to calculate partial autocorrelation p. 36
10. Standard error for partial autocorrelation p. 41
11. Fundamental stochastic ARMA models p. 42
12. Model identification p. 37
13. Estimation of the coefficients p. 53
14. Fitting the model p. 65
15. Diagnostic checking p. 68
16. Forecasting p. 78
17. Prediction interval p. 83
18. Alternative shortcuts to estimating and forecasting p. 90
19. Handling seasonality p. 93
20. Wrapping all up p. 98
