30E00800 - Time Series Analysis, 26.02.2019-29.05.2019
Kurssiasetusten perusteella kurssi on päättynyt 29.05.2019 Etsi kursseja: 30E00800
Lecture 10 (28.3.2019)
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