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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 11 (Tuesday 2.4.2019)

Completion requirements

Review of ARMA models and their representation using lag operator L

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

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

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◄ Lecture 10 (28.3.2019)
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Lecture 12 (Thursday 4.4.2019) ►
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