This course addresses a basic question in time series modeling and forecasting: whether a time series is nonstationary. This question is addressed by the unit root tests. One of the most common tests, the Dickey-Fuller test, is discussed in this lecture.
test for stationarity and understand its importance
deal with trends and seasonality
forecast nonstationary series.
Who Can Benefit
Forecasters, researchers in finance, and anyone who is modeling data taken over time
https://www.exitcertified.com/it-training/sas/advanced-analytics/forecasting-econometrics/stat-test-tst-39025-detail.htmlBADDStationarity Testing and Other Time Series Topicshttps://assets.exitcertified.com/assets/CourseImages/235c06c676/AdobeStock_149367693__FitMaxWzEwMDAsMTAwMF0.jpg415.00USDInStock/Training/SAS/Advanced Analytics/Forecasting and EconometricsThis course addresses a basic question in time series modeling and forecasting: whether a time series is nonstationary. This...415.00SASClassroom2015-06-15T15:34:27+00:00USD