Time series are considered as stochastic processes which are statistical phenomena that evolve over time. In the subsequent sections we discuss fundamental types of statistical models and some particular combinations.

• White noise models
  
• Random walk models
  
• Moving average (MA) models
  
• Autoregressive (AR) models
• Autoregressive moving average (ARMA) models
  
• Autoregressive integrated moving average (ARIMA) models

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Citation

The E-Learning project SOGA-R was developed at the Department of Earth Sciences by Kai Hartmann, Joachim Krois and Annette Rudolph. You can reach us via mail by soga[at]zedat.fu-berlin.de.

You may use this project freely under the Creative Commons Attribution-ShareAlike 4.0 International License.

Please cite as follow: Hartmann, K., Krois, J., Rudolph, A. (2023): Statistics and Geodata Analysis using R (SOGA-R). Department of Earth Sciences, Freie Universitaet Berlin.