Home > Time Series Analysis > Time series and stationary
Module: Time Series Analysis
Topic: Time series and stationary
- Lesson: Auto correlation (ACF plot)
- Lesson: Partial auto correlation (PACF plot)
- Lesson: What is stationary
- Lesson: Conditions for stationary
- Lesson: Testing for stationary
Lesson 1
Auto correlation (ACF plot)
- Self Learning Duration
- 30 mins
- Lecture Duration
- 20 mins
Self learning content
Lecture content
Theory behind the autocorrelation along with ACF plot.
Lab and tutorials
None
Lesson 2
Partial auto correlation (PACF plot)
- Self Learning Duration
- 30 mins
- Lecture Duration
- 15 mins
Self learning content
Lecture content
Theory behind the partial autocorrelation along with ACF plot.
Lab and tutorials
None
Lesson 3
What is stationary
- Self Learning Duration
- 30 mins
- Lecture Duration
- 30 mins
Self learning content
Lecture content
Details about stationary and why a series to be stationary.
Lab and tutorials
None
Lesson 4
Conditions for stationary
- Self Learning Duration
- 30 mins
- Lecture Duration
- 60 mins
Self learning content
Lecture content
Mean, Variance, Covariance (Explanation of theory).
Lab and tutorials
None
Lesson 5
Testing for stationary
- Self Learning Duration
- 30 mins
- Lecture Duration
- 30 mins
Self learning content
Lecture content
How to test for stationary (Ex: ADF test).
What are the steps to make a series stationary( Differencing)
Lab and tutorials
None