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STAT 497 LECTURE NOTES 5

STAT 497 LECTURE NOTES 5. UNIT ROOT TESTS. UNIT ROOTS IN TIME SERIES MODELS. Shock is usually used to describe an unexpected change in a variable or in the value of the error terms at a particular time period. When we have a stationary system, effect of a shock will die out gradually.

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Ar polynomial - PowerPoint PPT Presentation

STAT 497 LECTURE NOTES 5