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Time Series Model Estimation

Time Series Model Estimation. Materials for lecture 6 Read Chapter 15 pages 30 to 37 Lecture 6 Time Series.XLSX Lecture 6 Vector Autoregression.XLSX. Time Series Model Estimation. Outline for this lecture Review stationarity and no. of lags lecture Discuss model estimation

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Correlation

Correlation. Review. We saw in the past that when you have two numeric or quantitative variables one thing to explore is the correlation between the two variables. The basic idea is to see if as one variable changes is there a systematic change in the other variable.

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Time Series Model Estimation

Correlation