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30E00800 - Time Series Analysis, 26.02.2019-29.05.2019

This course space end date is set to 29.05.2019   Search Courses: 30E00800

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Lecture 8 (21.3.2019)

Completion requirements

Attached materials: meaning  of autocorrelation and partial autocorrelation for AR and MA processes and calculation using Yule-Walker equations.

Readings: Brooks, Chapter 5. See also slides book's slides http://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch5_slides.ppt


    • PARTIAL correlation 2019slides.pdf PARTIAL correlation 2019slides.pdf
    • TimeSeries-YuleWalker2019.pdf TimeSeries-YuleWalker2019.pdf
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◄ Lecture 7 (Tuesday 18.3.2019)
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Lecture 9 (26.3.2019) ►
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