Time Series Analysis
Routing Summary
ARIMA, transfer functions, VAR, cointegration, ECM, and Granger causality for marketing time series.
- Stationarity, ARMA, ARIMA, ACF/PACF, Box-Jenkins → Single Marketing Time Series
- Transfer function model, prewhitening, intervention analysis → Transfer Function Model
- VAR, impulse response, cointegration, ECM, 4 strategic scenarios → Multivariate Persistence and Cointegration
- Granger causality, IRF, FEVD, Cholesky ordering → Empirical Causal Ordering
| Note | Topic |
|---|---|
| Single Marketing Time Series | Stationarity Eqs 6.5-6.6, AR/MA/ARMA/ARIMA, ACF/PACF diagnostics, Box-Jenkins |
| Transfer Function Model | TF model Eqs 7.7-7.8, prewhitening Eqs 7.9-7.12, CCF patterns, intervention analysis |
| Multivariate Persistence and Cointegration | VAR Eq 7.22, 6 channels, persistence, cointegration Eq 7.26, ECM Eq 7.29, 4 strategic scenarios |
| Empirical Causal Ordering | Granger causality, IRF, FEVD, Cholesky decomposition, causal ordering in marketing |