Stationarity

1
Econometrics 1
Lecture 11 Stationarity and AR MA and ARMA
Processes
2
Stationary and Nonstationary Series
3
Spurious Regression
4
Four ways of checking stationarity
5
Partial autocorrelation function and Ljung and
Box statistics
6
Unit Root and Non-stationarity
7
Time Dependent Variance
8
Dicky-Fuller and Augmented Dicky-Fuller Tests
9
Dicky-Fuller Test of Unit Root
10
Dicky-Fuller Test of Y and C series
11
Co-integration
12
Error Correction Model
13
Moving Average-MA Process
14
MA(2) Process
15
Autoregressive Process
16
ARMA(1,1) Process
17
Commads for ARMA (2,2) forecasting model
18
Prediction with an ARIMA Model
19
Forecast from an ARIMA Model
20
Prediction with AR or MA or ARMA Processes