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Pengertian deret waktu
Konsep dasar dalam analisis deret waktu
1. Pola data deret wktu
2. Stokastik dan stationer
3. Fungsi autokorelasi dan autkorelasi parsial
4. Proses White noise
5. Differencing
Metode smoothing
Moving average
Double Moving average
First-order exponential smoothing
second-order exponential smoothing
higher-order exponential smoothing
exponential smoothing for seasonal data
Metode ARIMA
identifikasi model
model arima stationer
model arima nonstationer
penaksiran parameter
pemeriksaan diagnostik
peramalan
model arima musiman
Fungsi Transfer
konsep dasar
1. hubungan beberapa variabel
2. regresi semu
model fungsi transfer
model fungsi transfer-noise
pre-whitening
fungsi cross correlation
penaksiran parameter
pemeriksaan diagnostik
peramalan
analisis intervensi
VARIMA
Model ARCH/GARCH
Model Star/GStar
Further Topics