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
- test for stationarity and understand its importance
- deal with trends and seasonality
- forecast nonstationary series.
Who should attend
Forecasters, researchers in finance, and anyone who is modeling data taken over time
Formats available | Standard duration | | |
e-Learning: |
3.5 hours/180 day license |
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This course addresses SAS/ETS software.
