Stationarity Testing and Other Time Series Topics
Business Knowledge Series course (Live Web)
Duration: 1
half-day session
Please note the System Requirements below.
Course fee: $300
EPTO units: 0.5
CEUs: 0.3
| |
|
 |
|
Presented by Dave Dickey, Ph.D., professor of statistics at North Carolina State University
The lecture addresses a basic question in time series modeling and forecasting: whether a time series in nonstationary. This question is addressed by the unit root tests. One of the most common tests, the Dickey-Fuller test, is discussed in this lecture.
Learn how to
- test for stationartiy and understand its importance
- deal with trends and seasonaltiy
- forecast nonstationary series.
Who should attend
Forecasters, researchers in finance, and anyone who is modeling data taken over time
Expand All
Collapse All
Print version
Course Materials
Students attend Live Web classes using a Web browser and a telephone and interact with
their instructor and fellow classmates in real time. Each student receives an e-mail
with instructions on how to join the class three business days before the class begins.
The instructions e-mail includes a link to download the course materials.
Students need to download and print the course materials prior to class.
System Requirements
Share Your Thoughts
Are there additional courses or topics you would like to see as Live Web classes?
Let us know by adding to our
Interest List.
This page was created using SAS software.
|