version D of Nils Collection is out (18 pages, 9/iii/22)

An extended version D is not on the website, "version D", with 18 pages, dated 9/iii/22. There will be more, with ARMA(p,q), and some exercises for a couple of real datasets, soon.

The book is good!, but the AR(p) material, in particular, is somehow spread through the long Ch 3. My Exercises 15 and 16 are meant to summarisethe essentials for these time series models, with the key steps from motivation, to definition, to representation, to the polynomials associated with the bachshift operator, to the key equations, to the estimators, and more.