Series and Series Representation

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Time Series Forecasting, Time Series, Time Series Models

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4.6(543 个评分)
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RS

Mar 18, 2018

Really great lectures and clearly explaining the concepts and complicated models. In my opinion, a bit of practical applications of these models on Panel Data should be included.

JC

Mar 14, 2018

Very good introduction to Time Series with R. Emphases on concepts rather than on dry math, but also precise as needed. Good supporting material and excellent professors.

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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