1. Introduction - 2. ARMA models - 3. Forecasting stationary processes - 4. Estimation of Mean and ACF - 5.Estimation of ARMA Models - 6. Spectral Analysis and Linear Filters - 7. Integrated Processes - 8. Models of Volatility -- Part II Multivariate Time series analysis - 9. Introducion - 10. Definitions and stationarity - 11. Estimation of Covariance Function - 12. VARMA Processes - 13. Estimation of VAR Models - 14. Forecasting with VAR Models - 15. Interpretation of VAR Models - 16. Co-integration - 17. Kalman Filter.- 18. Generalizations of linear models
