What time-series modelling is all about…
In this session we will be covering core concepts related to persistence, stationariy and white-noise series. We discuss unit root testing, the rationale for taking logarithms of series and overview smoothing filters.
For attribution, please cite this work as
Katzke (2019, April 13). Time-Series Econometrics: Topic 1: Auto-Regressive Time-Series. Retrieved from https://www.ts.nfkatzke.com/posts/2019-04-13-auto-regressive-time-series/
BibTeX citation
@misc{katzke2019topic,
author = {Katzke, N.F.},
title = {Time-Series Econometrics: Topic 1: Auto-Regressive Time-Series},
url = {https://www.ts.nfkatzke.com/posts/2019-04-13-auto-regressive-time-series/},
year = {2019}
}