Autocorrelation Functions and ARIMA Modelling. Introduction Define what stationarity is and why it is so important to Econometrics Describe the Autocorrelation.
Christopher Dougherty EC220 - Introduction to econometrics (chapter 13) Slideshow: graphical techniques for detecting nonstationarity Original citation:
ARMA models Gloria González-Rivera University of California, Riverside and Jesús Gonzalo U. Carlos III de Madrid.
Lecture 7: Forecasting: Putting it ALL together. The full model The model with seasonality, quadratic trend, and ARMA components can be written: Ummmm,
Lecture 6: Topic #1 Forecasting trend and seasonality.
Linear Stationary Processes. ARMA models. This lecture introduces the basic linear models for stationary processes. Considering only stationary processes.
Lecture 6: Topic #1 Forecasting trend and seasonality
Linear Stationary Processes. ARMA models
Lecture 7: Forecasting: Putting it ALL together
