This tag is used for question related to time series models such as AR, ARMA, ARCH, GARCH and their properties and techniques used for inference.
A time-series model is one which postulates a relationship amongst a num- ber of temporal sequences or time series. An example is provided by the simple regression model
$$y(t) = x(t) \beta + \epsilon(t)$$
or more commonly,
$$y(t) = \sum_{i=1}^p \phi_i y(t-i)+ \sum_{i=1}^k \beta_i y(t-i)+\sum_{i=1}^q \mu_i \epsilon(t-i)$$
