Lecture

Univariate time series: Analysis & Modeling

Description

This lecture covers the analysis and modeling of univariate time series, focusing on stationarity, ARMA processes, unit roots, Dickey-Fuller test, lag operators, and model selection criteria. The instructor explains the concepts using examples and discusses the application of ARMA models for forecasting.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_m0w2gk2f

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Ontological neighbourhood

Statistics

Data analysis: Time series

Statistical inference: Statistical hypothesis testing, Mathematical statistics

Mathematics

Algebra: Equations

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