Stationarity Testing and Other Time Series Topics
Business Knowledge Series course
Presented by Dave Dickey, Ph.D., professor of statistics at North Carolina State University
This course addresses a basic question in time series modeling and forecasting: whether a time series is 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
Who should attendForecasters, researchers in finance, and anyone who is modeling data taken over time
This course addresses SAS/ETS software.
What Is Stationarity?
|Title||Duration||Access Period||Language||Fee||Add to Cart|
|Stationarity Testing and Other Time Series Topics||3.5 hours||180 days from order date||English||660 AUD / 660 ETA|