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Time series analysis

Time series analysis. Example. Objectives of time series analysis. Classical decomposition: An example. Transformed data. Trend. Residuals. Trend and seasonal variation. Objectives of time series analysis. Unemployment data. Trend. Trend plus seasonal variation.

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Time series analysis

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  1. Time series analysis

  2. Example

  3. Objectives of time series analysis

  4. Classical decomposition: An example

  5. Transformed data

  6. Trend

  7. Residuals

  8. Trend and seasonal variation

  9. Objectives of time series analysis

  10. Unemployment data

  11. Trend

  12. Trend plus seasonal variation

  13. Objectives of time series analysis

  14. Time series models

  15. Time series models

  16. Gaussian white noise

  17. Time series models

  18. Random walk

  19. Random walk

  20. Random walk

  21. Trend and seasonal models

  22. Trend and seasonal models

  23. Trend and seasonal models

  24. Time series modeling

  25. Nonlinear transformation

  26. Differencing

  27. Differencing and trend

  28. Differencing and seasonal variation

  29. Stationarity

  30. Mean and Autocovariance

  31. Weak stationarity

  32. Stationarity

  33. Stationarity

  34. Stationarity

  35. Covariances

  36. Stationarity

  37. Stationarity

  38. Stationarity

  39. Linear process

  40. AR(1) :0.95

  41. AR(1) :0.5

  42. AR(2): 0.9, 0.2

  43. Sample ACF

  44. Sample ACF for Gaussian noise

  45. Summary for sample ACF

  46. Trend

  47. Sample ACF: Trend

  48. Periodic

  49. Sample ACF: Periodic

  50. ACF: MA(1)

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