Stationarity Testing and Other Time Series Topics
This course addresses a basic question in time series modeling and forecasting: whether a time series is nonstationary. This question is addressed by the unit root tests. One of the most common tests, the Dickey-Fuller test, is discussed in this lecture. Learn How To test for stationarity and understand its importance deal with trends and seasonality forecast nonstationary series.Who Should Attend Forecasters, researchers in finance, and anyone who is modeling data taken over time SAS Products Covered SAS/ETS Course Outline What Is Stationarity?nullAugmented Models and TestsnullIncluding a Linear TrendnullCointegrationnull
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