Lecture 14 – Auto regressive models and Moving average models (1)#

Contents of this lecture

  • Basis of autoregressive integrated moving average (ARIMA) models

  • Difference equations

  • Autocorrelation (ACF) and partial autocorrelation (PACF)

  • Forecasting

  • Estimation

  • Integrated Models for Nonstationary Data

  • Steps to build ARIMA Models

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Please download the lecture through the following link Lecture 14 – Auto regressive models and Moving average models (1)