Exercise session 4 [Updated on April 24th 2020] Folder
Corrections to numerical results in question 2b.
Exercise Session 5 [Updated on 02.05.2020] Folder
April 29th - Fixed a bug on storing ARMA(2,1) parameters in the coefficient table in Step 2, Ex4b. April 30th & - Added the html file additonal-help-for-HW6. May 2nd - Removed the word "autocorrelation". The autocorrelation is not the slope of the regression in additonal-help-for-HW6. The referred autocorrelation is the slope in the OLS between yt and its first lag in homework 6, problem 2b.
Please use the latest version of the solutions and tutorials.
Exercise Session 6 [Updated on 06.05.2020] Folder
Problem 3: - Added some additional comments on KPSS test. - Changed some settings in KPSS and DF tests.