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TSA - Coggle Diagram
TSA
Stationary Processes
Linear processes
Conditions
ACVF, ACF, PACF
Forecasting
Prediction operator
Recursive algos
Durbin-Levinson
Innovations
Matrices
R (corr)
Gamma (Cov)
Phi
Decomposition
Classical
Wold
Trend/seasonality removal
Differencing
Smoothing
ARMA processes
Preliminary estimation
Pure AR-processes
Burg
Yule-Walker
Pure MA-processes
Innovations
One-step prediction errors
ARIMA processes
Unit root tests
Dickey-Fuller
SARIMA processes