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LECTURE 9 MODELS OF DISTRIBUTED LAG

LECTURE 9 MODELS OF DISTRIBUTED LAG. Plan. 9.1 The concept of lag and lagged variables. 9.2 Models of the distributed lag. The mutual correlation function.

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LECTURE 9 MODELS OF DISTRIBUTED LAG

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  1. LECTURE9MODELS OF DISTRIBUTED LAG

  2. Plan 9.1 The concept of lag and lagged variables. 9.2 Models of the distributed lag. The mutual correlation function. 9.3 Parameter estimation in models with lags of independent variables: a method to increase the number of consecutive lags by Koik conversion method (geometric progression). 9.4 Estimation of parameters of autoregressive models 9.5 Detection of residual autocorrelation in autoregressive models. 9.6 autoregressive transformation. 9.7 Transformation of the method of moving average. 9.8 Transformation of ARMA and ARIMA.

  3. The concept of lag and lagged variables (9.1) (9.2)

  4. Models of the distributed lag. The mutual correlation function (9.3) (9.4)

  5. Koik transformation (9.5)

  6. A model of adaptive expectations (9.6) Model of partial correction (9.7)

  7. Estimation of parameters of autoregressive models (9.8) (9.9) (9.10)

  8. (9.11) (9.12) (9.13)

  9. Detection of residual autocorrelation in autoregressive models (9.14) (9.15)

  10. Autoregressive transformation (9.16) (9.17) (9.18)

  11. Transformation by the method of moving average (9.19) (9.20)

  12. Transformation of ARMA and ARIMA (9.21) (9.22)

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