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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

Stationarity

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Stationarity

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

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  1. 1 Introduction
  2. 2 Motivation
  3. 3 Time series basics
  4. 4 Measures of dependence
  5. 5 Stationarity
  6. 6 Secondorder stationarity
  7. 7 White noise
  8. 8 Random walk
  9. 9 Empirical Covariance
  10. 10 Effect of autocorrelation
  11. 11 Statistical tests
  12. 12 Stationarity tests
  13. 13 Removing trends
  14. 14 Causal processes
  15. 15 Normal processes

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