ARMA Properties and Examples

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From the course by Университет штата Нью-Йорк
Practical Time Series Analysis
101 ratings
Университет штата Нью-Йорк
101 ratings
From the lesson
Week 5: Akaike Information Criterion (AIC), Mixed Models, Integrated Models
In Week 5, we start working with Akaike Information criterion as a tool to judge our models, introduce mixed models such as ARMA, ARIMA and model few real-world datasets.

Meet the Instructors

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