Stationarity Testing and Other Time Series Topics
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.Aprenda a
A quién va dirigidoForecasters, researchers in finance, and anyone who is modeling data taken over time
Este curso utiliza SAS/ETS software.
What Is Stationarity?
|Título||Duración||Periodo de Acceso||Idioma||Precio||Añadir Inscripción|
|Stationarity Testing and Other Time Series Topics||3.5 horas||180 días||English||375 EUR|