'Nonstationary time series' presentation slideshows

13 Introduction toTime-Series Analysis

13 Introduction toTime-Series Analysis. What is in this Chapter?. This chapter discusses the basic time-series models: autoregressive (AR) and moving average (MA) models, stationary and nonstationary time series, and the Box-Jenkins approach to time-series modeling

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13 Introduction toTime-Series Analysis

13 Introduction toTime-Series Analysis. What is in this Chapter?. This chapter discusses the basic time-series models: autoregressive (AR) and moving average (MA) models, stationary and nonstationary time series, and the Box-Jenkins approach to time-series modeling

646 views • 49 slides

TIME SERIES ANALYSIS

TIME SERIES ANALYSIS. 13-01-2011. TIME SERIES ANALYSIS.

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341 views • 33 slides

Economics 310

Economics 310. Lecture 24 Univariate Time Series. Concepts to be Discussed. Time Series Stationarity Spurious regression Trends. Plot of Economic Levels Data. Plot of Rate Data. Stationary Stochastic Process. Stochastic Random Process Realization

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MODELS FOR NONSTATIONARY TIME SERIES

MODELS FOR NONSTATIONARY TIME SERIES. By Eni Sumarminingsih , SSi , MM. Stationarity Through Differencing. Consider again the AR(1) model Consider in particular the equation. Iterating into the past as we have done before yields.

349 views • 21 slides

CHAPTER 13

CHAPTER 13. STATIONARY AND NONSTATIONARY TIME SERIES. TIME SERIES. Most economic time series in level form are nonstationary . Such series often exhibit an upward or downward trends over a sustained period of time. But such a trend is often stochastic and not deterministic.

71 views • 6 slides