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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 10 (28.3.2019)

Completion requirements

Chapter 5: Box-Jenkins modelling. Autocorrelograms for AR, MA, and ARMA-models; ARIMA-models; Information criteria

Chapter 7:  Spurious regression Introduction to Random Walk models and unit roots; forms of non-stationarity in practice.

Readings: Brooks slides in the end of Chapter 5 and beginning of Chapter 7

http://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch5_slides.ppt

http://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch7_slides.ppt

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◄ Lecture 9 (26.3.2019)
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Lecture 11 (Tuesday 2.4.2019) ►
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