Course Report
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Course Features
Duration
4 hours
Delivery Method
Online
Available on
Limited Access
Accessibility
Mobile, Desktop, Laptop
Language
English
Subtitles
English
Level
Intermediate
Teaching Type
Self Paced
Video Content
4 hours
Course Description
Course Overview
Virtual Labs
International Faculty
Post Course Interactions
Hands-On Training,Instructor-Moderated Discussions
Skills You Will Gain
Prerequisites/Requirements
Intermediate R
What You Will Learn
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 also practice simulating and estimating the AR model in R, and compare the AR model with the random walk (RW) model
You will discover the autocorrelation function (ACF) and practice estimating and visualizing autocorrelations for time series data
You will learn several simplifying assumptions that are widely used in time series analysis, and common characteristics of financial time series
Course Instructors
David S. Matteson
Associate Professor at Cornell University