Fundamental concepts in univariate time domain
analyses, properties of autocovariance and autocorrelation of time series, stationary
and nonstationary models, difference equations, autoregressive integrated
moving average processes, model identification, parameter estimation, model
selection, time series forecasting, seasonal time series models, testing for a
unit root, intervention analysis,
outlier detection, handling missing observations in time series, Fourier
series, spectral theory of stationary processes and the estimation of the
spectrum.