Stationary and non-stationary of series: removal of trend and seasonality by differencing. Moments and auto-correlation. Models: simple AR and MA models (mainly AR(1), MA(1)): moments and auto-correlations; the conditions of stationarity: invertibility. Mixed (ARMA) models, and the AR representation of MA and ARMA models. Yule-Walker equations and partial auto-correlations (showing forms for simple AR, MA models). Examples showing simulated series from such processes, and sample auto-correlations and partial auto-correlations.