Slides for Seminar 1 (23, 24 and 26 January 2017).

Course: Financial Modelling and Business Forecasting/FMBF (Econometrics for Time Series).

Term: Second term (Epiphany term), January-March, 2016-17

Programme: Master programme in Economics, Finance, etc.

Total seminar groups: 10 classes.

Contents: Univariate Time Series Model (AR, MA, ARMA, Random Walk/RW (and RW with drift), Stationarity, Box-Jenkins, etc.)