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About Lec2 17
1. The document discusses autoregressive (AR) time series models, including AR(1), AR(2), and AR(3) models. 2. Key properties of AR models covered include their formulation, stationarity conditions, mean, autocorrelation, forecasting implications, and simulation. 3. Examples used to illustrate AR models include quarterly U.S. GDP growth and monthly U.S. unemployment rates.
Detailed Information
| Author: | ['Rajul'] |
|---|---|
| Publication Year: | 2020 |
| Pages: | 27 |
| Language: | English |
| Format: | |
| Price: | FREE |
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