Stationarity Testing and Other Time Series Topics
Duration: 1 half-day session CEU: 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 timeCourse 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, including the exercise files. Students need to download and print the course materials prior to class.System Requirements
For Live Web, you must- review and meet the general system requirements.