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In this course, you will :
- Introduced to the concepts of correlation and autocorrelation as they apply to time series
- Discover some basic time series models. White noise and a random walk are examples of these.
- Learn about autoregressive (AR) time series models.
- Discover another type of model, the moving average, or MA, model.
- Find out how to combine AR and MA models to create a powerful ARMA model.
- how to use cointegration models to jointly model two series
Syllabus :
- Correlation and Autocorrelation
- Some Simple Time Series
- Autoregressive (AR) Models
- Moving Average (MA) and ARMA Models
- Putting It All Together
