| Topic | Diebold (2024) | Huang & Petukhina (2022) |
|---|
| What is Time Series? | 1 | 1.1 |
| Basic Time Series Properties | | |
| Stationarity | 6.1 | 1.3.2 |
| White Noise (and Random Walks) | 6.2 | 1.3.4, 2.2 |
| Autocorrelation | 6.3 | 1.3.3, 2.1 |
| Trend and Seasonality | 5 | 2.4, 9.1 |
| Time Series Tools | | |
| Differencing and Backshift Operator | 6.5.1 | 3, 3.1.2 |
| Smoothing Techniques | | 2.4 |
| Unit Root Tests | | 9.3 |
| Information Criteria | 15.1 | 4.3 |
| Univariate Models | | |
| Autoregressive (AR) Models | 6.5, 6.7 | 3.3 |
| Moving Average (MA) Models | 7.1, 7.2 | 3.2 |
| ARMA/ARIMA Models | 7.2.4 | 3.4, 4 |
| SARIMA Models | | 5 |
| ARCH Models | 8 | 6 |
| Multivariate Models | | |
| Vector Autoregression (VAR) Model | 16 | 7 |
| Vector Error Correction Model (VECM) | | 9.4.2, 9.4.4 |
| State Space Models | | 8.1 |
| Kalman Filter | | 8.2 |