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Econometrics 1

Econometrics 1. Lecture 11 Stationarity and AR MA and ARMA Processes. Stationary and Nonstationary Series. Spurious Regression. Four ways of checking stationarity. Partial autocorrelation function and Ljung and Box statistics. Unit Root and Non-stationarity. Time Dependent Variance.

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Econometrics 1

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  1. Econometrics 1 Lecture 11 Stationarity and AR MA and ARMA Processes

  2. Stationary and Nonstationary Series

  3. Spurious Regression

  4. Four ways of checking stationarity

  5. Partial autocorrelation function and Ljung and Box statistics

  6. Unit Root and Non-stationarity

  7. Time Dependent Variance

  8. Dicky-Fuller and Augmented Dicky-Fuller Tests

  9. Dicky-Fuller Test of Unit Root

  10. Dicky-Fuller Test of Y and C series

  11. Co-integration

  12. Error Correction Model

  13. Moving Average-MA Process

  14. MA(2) Process

  15. Autoregressive Process

  16. ARMA(1,1) Process

  17. Commads for ARMA (2,2) forecasting model

  18. Prediction with an ARIMA Model

  19. Forecast from an ARIMA Model

  20. Prediction with AR or MA or ARMA Processes

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