Time series

2 stories tagged Time series on Learning Fanatic.

Lesson 2.4: Time series: stationarity and autocorrelation Learn stationarity, autocorrelation, the AR(1) model and half-life, the Dickey-Fuller unit root test, and why returns look random but volatility does not.
Lesson 3.4: Time series: trend, seasonality and simple forecasts Learn to split a series into trend, seasonality and noise, build forecasts with seasonal indices and smoothing, and judge them against honest baselines.