30E00800 - Time Series Analysis, 26.02.2019-29.05.2019
This course space end date is set to 29.05.2019 Search Courses: 30E00800
Lecture 7 (Tuesday 18.3.2019)
Krav för slutförande
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