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About Lecture9 Adf 1
The document discusses univariate stationary time series models. It introduces deterministic and stochastic trends in time series, including random walks and random walks with drift. It also discusses how to make nonstationary time series stationary through differencing or detrending. The order of integration of a time series is also introduced. The properties of integrated and stationary processes are compared. Finally, examples of different time series models are provided along with their corresponding graphs and correlograms.
Detailed Information
| Author: | ['z_k_j_v'] |
|---|---|
| Publication Year: | 2017 |
| Pages: | 49 |
| Language: | English |
| Format: | |
| Price: | FREE |
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