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	Duration
Live Web Classroom:	1 half-day session(s)	System Requirements
e-Learning:	3.5 hours/180 day license	System Requirements

This course addresses SAS/ETS software.

What Is Stationarity?

Augmented Models and Tests

Including a Linear Trend

Cointegration