"Prediction is very difficult, especially about the future." - Niels Bohr
- Online Course/Notes
http://www.geocities.com/Colosseum/5585/mprev.html
Notes and information on ARIMA modeling
- Online Course/Notes
http://ubmail.ubalt.edu/~harsham/stat-data/opre330.htm#rasofm
A good, quick reference for basic information/definitions on time series analysis and forecasting.
- Online chapter entitled "Likelihood Inference for Spatial Point Processes"
http://www.stat.umn.edu/PAPERS/html_prints/points/points.html
Contains useful information on Markov Chain Monte Carlo (MCMC) methods, as well as on Markov Chains and Likelihood-based estimation.
- Bibliography/Book list
http://earth.agu.org/revgeophys/lall01/node4.html
This site provides an overview of literature on trend estimation, forecasting, and simulation methods in time series analysis. In addition to simply providing references, the site offers a short summary for each reference. Compiled by U. Lall of Utah State University.
- Library of Time Series Data
http://www.economagic.com/
Browsable library of time series data, including many major US time series, as well as time series from Japan, Canada, and Europe. Note: a subscription will allow subscribers to get any series in the Economagic database in an Excel file.
- Macroeconomic Time Series Data
http://www.fgn.unisg.ch/eumacro/macrodata/macroeconomic-time-series.html
Collection of annual macroeconomic time series data for the US, Canada, Japan, and many European countries. The site includes web-based graphing capabilities. Data may be viewed and printed in text format.
- Online Research Paper
ftp://stat.ethz.ch/Research-Reports/87.html
Bootstrap for Time Series by Peter Buhlmann, July 1999.
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9/11 Remembered
