Week 8: ARIMA models (part 1)
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
Monday lecture
Tuesday workshop
Exercises (on your own or in tutorial)
- Complete Exercises 1-5 from Section 9.11 of the book.
Assignments
- Assignment 2 is due on Monday 14 September.
- Assignment 3 is due on Monday 05 October.