'Autocorrelation coefficients' presentation slideshows

LECTURE 5 ECONOMETRIC MODELS OF DYNAMICS

LECTURE 5 ECONOMETRIC MODELS OF DYNAMICS. Plan. 5.1 Basic concepts and preliminary analysis of the time series. 5.1.1 The notion of time series. 5.1.2 Main characteristics of the dynamics of the time series (self-directed learning).

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EC 827

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If C(u i ) = -2 n then f(X) has a decomposition

x 3 x 2 x 1. f(X). 0 0 0 0 0 1 0 1 0 0 1 1 1 0 0 1 0 1 1 1 0 1 1 1. 0 1 1 0 0 1 0 0. B(u). u 3 u 2 u 1. 0 0 0 0 0 1 0 1 0 0 1 1 1 0 0 1 0 1 1 1 0 1 1 1. 3 0 0 2 2 0 0 2. Autocorrelation Coefficients in the Representation and Classification of Switching Functions.

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