Weeks | Topics |
1 |
Introduction I
|
2 |
Introduction II
|
3 |
AR(p) Models
|
4 |
MA(q) Models
|
5 |
Model Selection in ARMA(p,q) Processes I
|
6 |
Model Selection in ARMA(p,q) Processes II
|
7 |
Stationarity and Invertibility
|
8 |
Mid-Term Exam
|
9 |
Non-stationarity and ARIMA(p,d,q) Processes I
|
10 |
Non-stationarity and ARIMA(p,d,q) Processes
|
11 |
Seasonal ARMA(p,q) Processes . .
|
12 |
Unit Root Tests I
|
13 |
Unit Root Tests II
|
14 |
Structural Breaks
|