makenzies2902 makenzies2902

06-06-2023
Mathematics

contestada

1. Time-series analysis
a. What are the problems related to non-stationarity
b. What is cointegration; how can one test for it
c .How are the parameters in MA and AR models related to the appearance of the time series? In other words, what parameters lead to a more "smooth" appearance? More "volatile" appearance?

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