Stationarity - Intuition and Definition

From the course by Университет штата Нью-Йорк
Practical Time Series Analysis
101 ratings
Университет штата Нью-Йорк
101 ratings
From the lesson
Week 3: Stationarity, MA(q) and AR(p) processes
In Week 3, we introduce few important notions in time series analysis: Stationarity, Backward shift operator, Invertibility, and Duality. We begin to explore Autoregressive processes and Yule-Walker equations.

Meet the Instructors

  • Tural Sadigov
    Tural Sadigov
    Applied Mathematics
  • William Thistleton
    William Thistleton
    Associate Professor
    Applied Mathematics