time-series-analysis

Analyzing and forecasting data ordered in time. Covers stationarity and differencing, autocorrelation (ACF and PACF), AR, MA, ARMA, and ARIMA models, the Box-Jenkins methodology, seasonality and SARIMA, forecasting with prediction intervals, and residual diagnostics including the Ljung-Box test. Use when data is indexed by time, when forecasting future valu…

Independent GitHub snapshot · Automated classification · Original documentation governs