Backward shift operator

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您将学习的技能

Time Series Forecasting, Time Series, Time Series Models

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LY

Aug 03, 2019

A nice course which is practical as the name said, it balanced the portion of theories and practices. I used to not familiar with this topic, but now I consider myself much more familiar.

HS

Jun 08, 2020

very good course with theortical explanation as well as practical implimentation.simulation of every model is very nice thing in the course that increase your understanding of the topic.

从本节课中
Week 3: Stationarity, MA(q) and AR(p) processes
In Week 3, we introduce few important notions in time series analysis: Stationarity, Backward shift operator, Invertibility, and Duality. We begin to explore Autoregressive processes and Yule-Walker equations.

教学方

  • Tural Sadigov

    Tural Sadigov

    Lecturer
  • William Thistleton

    William Thistleton

    Associate Professor

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