Week 8: ARIMA models
What you will learn this week
- Stationarity and differencing
- Unit root tests
Pre-class activities
Read Sections 9.1-9.2 of the textbook and watch all embedded videos
Exercises (on your own or in tutorial)
- Complete Exercises 1-5 from Section 9.11 of the book.
- Solutions to Exercises
- Recorded tutorial code
Monday lecture
Tuesday workshop
Weekly quiz
- Week 8 quiz is due on Sunday 04 May.