30E00800 - Time Series Analysis, 26.02.2019-29.05.2019
Kurssiasetusten perusteella kurssi on päättynyt 29.05.2019 Etsi kursseja: 30E00800
Lecture 7 (Tuesday 18.3.2019)
Suorituksen vaatimukset
AR, MA and ARMA models. Calculation of autocovariance and autocorrelation. Readings: Ch. 5
See also book's slides http://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch5_slides.ppt