Summary
Summary - ARMA Basics
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11
Uploaded on
08-12-2017
Written in
2017/2018
This summary provides the basis for the ARMA models. It contains an explanation of the autocorrelation, White Noise, Partial Autocorrelation, Moving Average Model, Stationarity of the time series, weakly stationary, covariance stationary, model selection criteria, and how to interpret the graphs. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
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Connected book
Introductory Econometrics for Finance
- mei 2014
- 9781107661455
- 1
Written for
- Institution
- Vrije Universiteit Amsterdam (VU)
- Study
- Msc Finance
- Course
- Empirical Finance
All documents for this subject (15)
Document information
- Summarized whole book?
- Unknown
- Uploaded on
- December 8, 2017
- Number of pages
- 11
- Written in
- 2017/2018
- Type
- Summary
Subjects
-
arma basis
-
summary empirical finance
-
empirical finance
-
vu university
-
vrije university
-
opschoor
-
explaination
-
interpretation
-
moving average model
-
white noise
-
autocorrelation
-
partial autocorrelation
-
stat
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