Difference equations

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Получаемые навыки

Time Series Forecasting, Time Series, Time Series Models

Рецензии

4.6 (оценок: 517)
  • 5 stars
    353 ratings
  • 4 stars
    134 ratings
  • 3 stars
    26 ratings
  • 2 stars
    3 ratings
  • 1 star
    1 ratings
RS

Mar 18, 2018

Really great lectures and clearly explaining the concepts and complicated models. In my opinion, a bit of practical applications of these models on Panel Data should be included.

JC

Mar 14, 2018

Very good introduction to Time Series with R. Emphases on concepts rather than on dry math, but also precise as needed. Good supporting material and excellent professors.

Из урока
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.

Преподаватели

  • Tural Sadigov

    Tural Sadigov

    Lecturer
  • William Thistleton

    William Thistleton

    Associate Professor

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