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Time Series Class - Part 1 - Dr Ioannis Papastathopoulos, University of Edinburgh

Time Series Class - Part 1 - Dr Ioannis Papastathopoulos, University of Edinburgh

Alan Turing Institute via YouTube Direct link

Key ingredients

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Key ingredients

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Classroom Contents

Time Series Class - Part 1 - Dr Ioannis Papastathopoulos, University of Edinburgh

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  1. 1 Introduction
  2. 2 Motivation
  3. 3 Continuous Time Series
  4. 4 Key ingredients
  5. 5 Time series
  6. 6 Traditional approach
  7. 7 White noise
  8. 8 Random walk
  9. 9 Estimating autocorrelation
  10. 10 Partial autocorrelation
  11. 11 Inferential properties
  12. 12 Statistical tests
  13. 13 Stationarity tests
  14. 14 Removing trends
  15. 15 Causal processes

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