0

Understanding The Stationarity Process

Course Details
Trainer Name

Thistleton & Sadigov

Skill Area

Others

Reviews

4.4 (4 Rating)

Course Description

In Week 3, we introduce few important notions in time series analysis: Stationarity, Backward shift operator, Invertibility, and Duality. We begin to explore Autoregressive processes and Yule-Walker equations

Course Curriculum

1 Week 3 Welcome Video

2 Stationarity Intuition and Definition

3 Stationarity First Examples White Noise and Random Walks

4 Stationarity First Examples ACF of Moving Average

5 Series and Series Representation

6 Backward shift operator

7 Introduction to Invertibility

8 Duality

9 Mean Square Convergence

10 Autoregressive Processes Definition Simulation and First Examples

11 Autoregressive Processes Backshift Operator and the ACF

12 Difference equations

13 Yule Walker equations

Trainer

Trainer Name

Thistleton & Sadigov

4.4 Rating
4 Reviews

More Courses by Author

Free

Basic Statistics For Practical Time Series Analysis
4/5
12 Lessons 370 Enrolment
Free

Understanding Akaike Information Criterion
0/5
16 Lessons 21 Enrolment

Learner Feedback

Understanding The Stationarity Process

0

Course Rating
0.00%
0.00%
0.00%
0.00%
0.00%

No Review found

Log In or Sign Up as learner to post a review

Course you might like

Free

Everyday Bliss
5/5
26 Lessons 38 Enrolment
Free

Experience Lucid Dreaming
0/5
32 Lessons 35 Enrolment

Free

Enrol Now

This course includes:

  • Duration: 1 Hour 52 Min

  • Skill Level: Beginner

  • Lectures: 13 lessons

  • Enrolled: 31 learners

  • Certificate of Completion

  • Lifetime access

Shopping Cart

Loading...
View cart Checkout