Technical Notes

We originally composed these technical notes after sitting in on a time series analysis class. Over the years, we have maintained these notes and added new insights, empirical observations and intuitions acquired. We often go back to these notes for resolving development issues and/or to properly address a product support matter.

Data Preparation

Descriptive Statistics

Statistical Testing

Smoothing

Forecasting Performance

Modeling

ARMA/ARIMA Modeling

ARCH/GARCH Modeling

Factors Analysis

Spectral Analysis