Lecture

Time Series Analysis: ARIMA and Seasonal Models

In course

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Description

This lecture covers the ARIMA(1,1,0) model for determining second-order properties of a process, the ARI(1,1) process, and seasonal models for econometric and financial processes. It explains the Box-Jenkins methodology for model building and identification using time series plots, ACF, and PACF.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_d4pampy2

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Ontological neighbourhood

Statistics

Data analysis: Time series

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