'Stationary series' presentation slideshows

Chapter 7

Chapter 7. Modelling long-run relationship in finance. Stationarity and Unit Root Testing Why do we need to test for Non-Stationarity?.

821 views • 71 slides

Econometrics

336 views • 26 slides

Econometrics I

376 views • 25 slides

A comparison of matrices of time series, with application in dendroclimatology

A comparison of matrices of time series, with application in dendroclimatology. Maryann Pirie PhD candidate Department of Statistics and School of Environment University of Auckland. Overview. Key question Data sets Developing the methods Conclusions from simulations

412 views • 23 slides

previously Definition of a stationary process (A) Constant mean (B) Constant variance

Properties of time series II. previously Definition of a stationary process (A) Constant mean (B) Constant variance (C) Constant covariance White Noise Process: Example of Stationary Series. Random Walk: Example of Non-stationary Series.

498 views • 21 slides