Stationarity Testing and Other Time Series Topics
Prezentat de 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.În urma acestui curs, veți învăța să
Cine ar trebui să participe la cursForecasters, researchers in finance, and anyone who is modeling data taken over time
Acest curs este despre SAS/ETS software.
What Is Stationarity?