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Model Choice and Prediction

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Related lectures (33)

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Covers the Box-Jenkins methodology for building time series models, including model identification, variance calculations, and model diagnostics.

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Univariate time series: Analysis & Modeling Log in to Mediaspace to watch this video

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Time Series Analysis: ARMA Models Log in to Mediaspace to watch this video

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Count Data Models & Univariate Time Series Analysis Log in to Mediaspace to watch this video

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Binary Choice Models and Time Series Analysis Log in to Mediaspace to watch this video

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Time Series: Autoregressive Models Log in to Mediaspace to watch this video

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Univariate Time Series Analysis Log in to Mediaspace to watch this video

Explores univariate time series analysis, covering stationarity, ARMA processes, model selection, and unit root tests.

Autocorrelation and Periodicity Log in to Mediaspace to watch this video

Explores autocorrelation, periodicity, and spurious correlations in time series data, emphasizing the importance of understanding underlying processes and cautioning against misinterpretation.

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