Summary - AR(1), MA(1), ARMA(2,1) step by step
Here is the summary from the models AR(1), MA(1), ARMA(2,1) step by step, explained with colours. If something is not understandable, please write it in the comments below. 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.
Geschreven voor
- Instelling
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Vrije Universiteit Amsterdam (VU)
- Studie
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Msc Finance
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- 8 december 2017
- Aantal pagina's
- 13
- Geschreven in
- 2017/2018
- Type
- SAMENVATTING
Onderwerpen
- step by step explanation
- interpretation
- analysis
- summary empirical finance
- arma models
- explanation
- vu university
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vrije university
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opschoor
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unbiasdness
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accurac
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ar1
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ma1
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arma21
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msc finance
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summary