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 (duration can vary, see event schedule for details)
Live Web Classroom:	1 half-day session(s)	System Requirements
e-Learning:	3.5 hours/180 day license

This course addresses SAS/ETS software.

What Is Stationarity?

Augmented Models and Tests

Including a Linear Trend

Cointegration