You will learn several simplifying assumptions that are widely used in time series analysis, and common characteristics of financial time series

In this chapter, you will conduct some trend spotting, and learn the white noise (WN) model, the random walk (RW) model, and the definition of stationary processes

You will discover the autocorrelation function (ACF) and practice estimating and visualizing autocorrelations for time series data

You will also practice simulating and estimating the AR model in R, and compare the AR model with the random walk (RW) model